+294.4%
BKR vs SGI
+1,966.1%
-1,671.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.1% | -3.6% | -5.9% |
| 7D | -6.7% | -4.9% | -1.8% | -5.5% |
| 30D | -8.3% | +1.6% | -9.9% | -8.8% |
| 3M | -5.4% | -3.2% | -2.2% | -5.2% |
| 6M | +0.8% | -16.0% | +16.8% | +3.7% |
| YTD | +31.8% | -25.4% | +57.3% | +39.3% |
| 1Y | +28.6% | -21.6% | +50.2% | +33.6% |
| 3Y | +71.2% | +52.9% | +18.4% | +49.3% |
| 5Y | +179.2% | +47.5% | +131.7% | +136.1% |
| 10Y | +124.0% | +263.5% | -139.6% | +36.4% |
| All | +294.4% | +1,966.1% | -1,671.7% | +29.3% |
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