+9.7%
BKR vs SGI
-10.7%
+20.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +6.8% | -12.4% | -5.9% |
| 7D | -8.8% | +12.1% | -20.8% | -9.5% |
| 30D | -13.1% | +12.1% | -25.2% | -13.9% |
| 3M | -18.9% | +0.4% | -19.3% | -18.8% |
| 6M | -27.2% | -4.0% | -23.2% | -26.9% |
| YTD | +10.7% | -21.2% | +31.9% | +14.2% |
| 1Y | +9.7% | -12.1% | +21.7% | +12.4% |
| All | +9.7% | -10.7% | +20.4% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling