+19.7%
BROS vs SGI
+48.8%
-29.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.5% |
| 7D | -5.8% | -4.5% | -1.3% | -3.3% |
| 30D | -14.0% | +4.2% | -18.1% | -16.0% |
| 3M | -32.5% | -7.4% | -25.0% | -29.7% |
| 6M | -14.9% | -15.1% | +0.1% | -7.7% |
| YTD | -28.3% | -24.7% | -3.6% | -17.5% |
| 1Y | -34.0% | -21.8% | -12.2% | -26.2% |
| 3Y | +63.0% | +50.0% | +12.9% | +24.4% |
| All | +19.7% | +48.8% | -29.1% | -15.5% |
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