-2.1%
BKNG vs SGI
-12.8%
+10.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.9% | -1.9% | -3.1% |
| 7D | -13.1% | +0.6% | -13.7% | -13.3% |
| 30D | -18.5% | +5.5% | -24.1% | -20.2% |
| 3M | +5.8% | -3.6% | +9.4% | +6.7% |
| 6M | -2.1% | -15.0% | +12.9% | +2.9% |
| All | -2.1% | -12.8% | +10.7% | +2.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling