+135.8%
BP vs SGI
+61.8%
+74.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.9% | +2.5% |
| 7D | +0.9% | +9.3% | -8.4% | +0.2% |
| 30D | +9.1% | +6.9% | +2.3% | +8.5% |
| 3M | +3.9% | +2.8% | +1.1% | +3.2% |
| 6M | +13.6% | -12.6% | +26.2% | +14.5% |
| YTD | +34.0% | -21.5% | +55.6% | +36.7% |
| 1Y | +39.2% | -18.8% | +57.9% | +40.9% |
| 3Y | +36.4% | +60.8% | -24.4% | +23.6% |
| 5Y | +135.8% | +60.0% | +75.8% | +108.4% |
| All | +135.8% | +61.8% | +74.0% | +108.4% |
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 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