+189.3%
BP vs SGI
+1,905.4%
-1,716.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | +0.5% |
| 7D | -11.6% | +1.0% | -12.6% | -11.9% |
| 30D | 0.0% | +3.9% | -3.9% | -0.8% |
| 3M | +6.7% | -0.8% | +7.6% | +6.4% |
| 6M | +2.2% | -18.0% | +20.1% | +4.1% |
| YTD | +33.0% | -27.6% | +60.6% | +37.2% |
| 1Y | +30.7% | -27.2% | +58.0% | +34.6% |
| 3Y | +44.2% | +76.0% | -31.8% | +25.7% |
| 5Y | +105.1% | +50.0% | +55.2% | +78.2% |
| 10Y | +133.5% | +399.1% | -265.5% | +53.7% |
| All | +189.3% | +1,905.4% | -1,716.1% | +28.1% |
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