+3,141.2%
BN vs SGI
+1,905.4%
+1,235.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.5% | +4.5% | +0.4% |
| 7D | +5.3% | +1.0% | +4.4% | +5.1% |
| 30D | +11.9% | +3.9% | +8.0% | +10.8% |
| 3M | -5.7% | -0.8% | -4.9% | -5.7% |
| 6M | -10.6% | -18.0% | +7.3% | -6.8% |
| YTD | -9.4% | -27.6% | +18.2% | -2.9% |
| 1Y | -8.8% | -27.2% | +18.5% | -2.5% |
| 3Y | +95.6% | +76.0% | +19.6% | +68.4% |
| 5Y | +30.2% | +50.0% | -19.8% | +13.5% |
| 10Y | +277.0% | +399.1% | -122.0% | +128.3% |
| All | +3,141.2% | +1,905.4% | +1,235.8% | +947.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling