+76.4%
BND vs SGI
+1,030.0%
-953.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -0.1% | +8.5% | -8.7% | -0.2% |
| 30D | -0.4% | +0.7% | -1.0% | -0.4% |
| 3M | -0.6% | +0.6% | -1.2% | -0.6% |
| 6M | -1.4% | -17.9% | +16.5% | -1.5% |
| YTD | -0.2% | -21.2% | +20.9% | -0.2% |
| 1Y | +1.3% | -18.9% | +20.1% | +1.3% |
| 3Y | +13.2% | +52.6% | -39.5% | +13.2% |
| 5Y | -1.6% | +60.7% | -62.3% | -1.5% |
| 10Y | +15.5% | +278.1% | -262.6% | +16.2% |
| All | +76.4% | +1,030.0% | -953.7% | +81.8% |
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 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