+65.6%
BROS vs SGI
+59.4%
+6.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | -0.9% | +9.3% | -10.2% | -5.7% |
| 30D | -13.5% | +6.9% | -20.3% | -16.7% |
| 3M | -18.4% | +2.8% | -21.3% | -20.0% |
| 6M | -10.6% | -12.6% | +2.0% | -4.8% |
| YTD | -25.1% | -21.5% | -3.5% | -16.2% |
| 1Y | -28.6% | -18.8% | -9.9% | -22.1% |
| 3Y | +65.6% | +60.8% | +4.7% | +31.2% |
| All | +65.6% | +59.4% | +6.2% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling