+259.2%
SGI vs BB
-0.1%
+259.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.4% | -2.6% |
| 7D | -4.9% | -2.1% | -2.8% | -4.5% |
| 30D | +1.6% | -16.0% | +17.6% | +4.7% |
| 3M | -3.2% | -14.5% | +11.3% | -1.8% |
| 6M | -16.0% | +118.6% | -134.6% | -30.4% |
| YTD | -25.4% | +98.9% | -124.4% | -37.1% |
| 1Y | -21.6% | +99.5% | -121.1% | -34.5% |
| 3Y | +52.9% | +65.4% | -12.5% | +24.8% |
| 5Y | +47.5% | -27.6% | +75.1% | +35.9% |
| All | +259.2% | -0.1% | +259.4% | +119.7% |
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