+302.3%
BN vs SGI
+337.7%
-35.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -2.4% | -10.5% | +8.1% | +1.0% |
| 30D | +13.5% | +0.1% | +13.4% | +13.4% |
| 3M | -5.9% | -4.0% | -2.0% | -5.0% |
| 6M | -8.9% | -5.6% | -3.3% | -7.9% |
| YTD | -7.9% | -29.5% | +21.6% | +1.2% |
| 1Y | -8.3% | -31.5% | +23.2% | +1.6% |
| 3Y | +100.8% | +71.6% | +29.2% | +67.0% |
| 5Y | +38.2% | +50.5% | -12.3% | +14.8% |
| 10Y | +302.3% | +333.9% | -31.5% | +138.3% |
| All | +302.3% | +337.7% | -35.3% | +138.3% |
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