+80.2%
BN vs SGI
+60.1%
+20.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -2.5% | +8.5% | -11.0% | -6.0% |
| 30D | -9.5% | +0.7% | -10.2% | -10.0% |
| 3M | -10.4% | +0.6% | -11.0% | -11.4% |
| 6M | -6.4% | -17.9% | +11.6% | +0.7% |
| YTD | -11.9% | -21.2% | +9.3% | -4.2% |
| 1Y | -8.6% | -18.9% | +10.2% | -2.6% |
| All | +80.2% | +60.1% | +20.1% | +36.8% |
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