+96.7%
BN vs SGI
+75.0%
+21.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.5% | +4.5% | +1.6% |
| 7D | +5.3% | +1.0% | +4.4% | +4.9% |
| 30D | +11.9% | +3.9% | +8.0% | +9.9% |
| 3M | -5.7% | -0.8% | -4.9% | -5.8% |
| 6M | -10.6% | -18.0% | +7.3% | -3.7% |
| YTD | -9.4% | -27.6% | +18.2% | +2.3% |
| 1Y | -8.8% | -27.2% | +18.5% | +2.6% |
| All | +96.7% | +75.0% | +21.7% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling