+290.2%
BN vs SGI
+319.5%
-29.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -1.0% | -5.3% | +4.3% | +0.7% |
| 30D | +14.0% | -2.1% | +16.0% | +14.7% |
| 3M | -9.0% | -8.2% | -0.8% | -6.8% |
| 6M | -8.8% | -4.6% | -4.3% | -8.1% |
| YTD | -10.3% | -31.5% | +21.2% | -0.5% |
| 1Y | -5.8% | -30.8% | +25.0% | +4.0% |
| 3Y | +94.8% | +67.2% | +27.6% | +63.3% |
| 5Y | +31.5% | +42.5% | -11.0% | +10.9% |
| All | +290.2% | +319.5% | -29.3% | +133.5% |
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