+120.2%
BKR vs SGI
+270.1%
-149.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.8% |
| 7D | -7.0% | -4.5% | -2.5% | -5.8% |
| 30D | -8.1% | +4.2% | -12.3% | -9.2% |
| 3M | -6.6% | -7.4% | +0.8% | -5.3% |
| 6M | +0.9% | -15.1% | +15.9% | +3.8% |
| YTD | +31.1% | -24.7% | +55.8% | +38.9% |
| 1Y | +27.7% | -21.8% | +49.5% | +33.3% |
| 3Y | +71.2% | +50.0% | +21.2% | +47.3% |
| 5Y | +177.6% | +48.9% | +128.7% | +130.3% |
| All | +120.2% | +270.1% | -149.9% | +19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling