-5.8%
BN vs SGI
-33.4%
+27.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -1.0% | -5.3% | +4.3% | +0.9% |
| 30D | +14.0% | -2.1% | +16.0% | +14.9% |
| 3M | -9.0% | -8.2% | -0.8% | -6.6% |
| 6M | -8.8% | -4.6% | -4.3% | -8.2% |
| YTD | -10.3% | -31.5% | +21.2% | -3.1% |
| 1Y | -5.8% | -30.8% | +25.0% | +1.5% |
| All | -5.8% | -33.4% | +27.6% | +1.5% |
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 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