+35.8%
BN vs SGI
+61.8%
-26.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.1% | -2.4% |
| 7D | -1.2% | +9.3% | -10.5% | -4.9% |
| 30D | -10.9% | +6.9% | -17.8% | -13.5% |
| 3M | -11.1% | +2.8% | -13.9% | -12.9% |
| 6M | -4.4% | -12.6% | +8.2% | -0.4% |
| YTD | -14.1% | -21.5% | +7.4% | -6.9% |
| 1Y | -11.1% | -18.8% | +7.7% | -5.5% |
| 3Y | +75.6% | +60.8% | +14.7% | +36.2% |
| 5Y | +35.8% | +60.0% | -24.2% | -1.8% |
| All | +35.8% | +61.8% | -26.0% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling