+184.7%
BP vs SGI
+2,083.6%
-1,898.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +3.9% | +8.5% | -4.6% | +2.5% |
| 30D | +7.6% | +0.7% | +6.9% | +7.3% |
| 3M | +0.7% | +0.6% | +0.1% | -0.1% |
| 6M | +15.5% | -17.9% | +33.4% | +17.5% |
| YTD | +30.8% | -21.2% | +52.0% | +33.7% |
| 1Y | +34.3% | -18.9% | +53.2% | +36.1% |
| 3Y | +35.1% | +52.6% | -17.6% | +20.8% |
| 5Y | +126.8% | +60.7% | +66.1% | +95.4% |
| 10Y | +123.4% | +278.1% | -154.7% | +52.3% |
| All | +184.7% | +2,083.6% | -1,898.9% | +24.8% |
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