+333.9%
SGI vs BB
+31.7%
+302.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.0% |
| 7D | -10.5% | +7.3% | -17.8% | -11.7% |
| 30D | +0.1% | +11.2% | -11.1% | -2.4% |
| 3M | -4.0% | +4.7% | -8.6% | -6.0% |
| 6M | -5.6% | +51.1% | -56.8% | -16.0% |
| YTD | -29.5% | +148.0% | -177.5% | -43.7% |
| 1Y | -31.5% | +106.1% | -137.7% | -43.4% |
| 3Y | +71.6% | +158.2% | -86.6% | +27.1% |
| 5Y | +50.5% | -10.8% | +61.3% | +32.6% |
| 10Y | +333.9% | +29.3% | +304.6% | +143.4% |
| All | +333.9% | +31.7% | +302.2% | +143.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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