+304.8%
SGI vs BB
+21.8%
+283.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.7% |
| 7D | -5.3% | +1.8% | -7.1% | -5.6% |
| 30D | -2.1% | +8.1% | -10.2% | -4.1% |
| 3M | -8.2% | -1.0% | -7.2% | -9.2% |
| 6M | -4.6% | +45.9% | -50.5% | -14.5% |
| YTD | -31.5% | +134.8% | -166.3% | -44.7% |
| 1Y | -30.8% | +104.6% | -135.4% | -42.8% |
| 3Y | +67.2% | +152.8% | -85.6% | +24.2% |
| 5Y | +42.5% | -17.4% | +59.9% | +27.3% |
| All | +304.8% | +21.8% | +283.0% | +129.0% |
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