+911.5%
BE vs SGI
+482.7%
+428.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.5% | +6.8% | +7.0% |
| 7D | +20.0% | +8.5% | +11.4% | +13.6% |
| 30D | +7.9% | +0.7% | +7.2% | +6.8% |
| 3M | -13.2% | +0.6% | -13.8% | -14.7% |
| 6M | +53.5% | -17.9% | +71.4% | +71.2% |
| YTD | +191.0% | -21.2% | +212.2% | +228.7% |
| 1Y | +360.5% | -18.9% | +379.4% | +408.6% |
| 3Y | +1,568.0% | +52.6% | +1,515.4% | +1,077.6% |
| 5Y | +1,055.2% | +60.7% | +994.5% | +654.3% |
| All | +911.5% | +482.7% | +428.7% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling