+25.1%
BROS vs SGI
+55.0%
-29.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | -0.9% | +9.3% | -10.2% | -5.8% |
| 30D | -13.5% | +6.9% | -20.3% | -16.8% |
| 3M | -18.4% | +2.8% | -21.3% | -20.0% |
| 6M | -10.6% | -12.6% | +2.0% | -4.6% |
| YTD | -25.1% | -21.5% | -3.5% | -15.7% |
| 1Y | -28.6% | -18.8% | -9.9% | -22.0% |
| 3Y | +65.6% | +60.8% | +4.7% | +21.4% |
| All | +25.1% | +55.0% | -29.9% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling