-12.2%
BN vs SGI
-20.0%
+7.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.3% |
| 7D | -3.0% | +0.6% | -3.6% | -3.2% |
| 30D | -13.0% | +5.5% | -18.5% | -14.5% |
| 3M | -15.2% | -3.6% | -11.6% | -14.7% |
| 6M | -5.9% | -15.0% | +9.1% | -3.0% |
| YTD | -15.8% | -23.0% | +7.2% | -11.6% |
| 1Y | -12.2% | -18.4% | +6.2% | -6.3% |
| All | -12.2% | -20.0% | +7.8% | -6.3% |
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 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