-8.1%
BROS vs SGI
+35.1%
-43.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.0% | -0.7% | -2.0% |
| 7D | -2.5% | -10.7% | +8.2% | +3.8% |
| 30D | -11.2% | -3.6% | -7.7% | -9.5% |
| 3M | -33.9% | -5.4% | -28.5% | -32.1% |
| 6M | -33.5% | -7.0% | -26.4% | -31.3% |
| YTD | -44.9% | -31.6% | -13.3% | -33.3% |
| 1Y | -41.5% | -33.5% | -8.0% | -28.0% |
| 3Y | +22.4% | +66.5% | -44.0% | -11.0% |
| 5Y | -45.7% | +42.2% | -87.9% | -61.3% |
| All | -8.1% | +35.1% | -43.2% | -31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling