+3,051.6%
BN vs SGI
+2,083.6%
+968.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -2.5% | +8.5% | -11.0% | -4.5% |
| 30D | -9.5% | +0.7% | -10.2% | -9.8% |
| 3M | -10.4% | +0.6% | -11.0% | -10.8% |
| 6M | -6.4% | -17.9% | +11.6% | -2.4% |
| YTD | -11.9% | -21.2% | +9.3% | -7.5% |
| 1Y | -8.6% | -18.9% | +10.2% | -5.0% |
| 3Y | +77.6% | +52.6% | +24.9% | +57.6% |
| 5Y | +37.0% | +60.7% | -23.7% | +17.4% |
| 10Y | +266.4% | +278.1% | -11.7% | +132.5% |
| All | +3,051.6% | +2,083.6% | +968.1% | +898.4% |
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