+40.9%
BP vs SGI
-20.0%
+60.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +1.3% |
| 7D | +4.0% | +0.6% | +3.4% | +4.1% |
| 30D | +7.8% | +5.5% | +2.3% | +9.3% |
| 3M | +8.4% | -3.6% | +12.0% | +8.2% |
| 6M | +15.1% | -15.0% | +30.1% | +15.0% |
| YTD | +36.4% | -23.0% | +59.4% | +36.7% |
| 1Y | +40.9% | -18.4% | +59.3% | +40.7% |
| All | +40.9% | -20.0% | +60.9% | +40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling