-31.5%
SGI vs BB
+103.9%
-135.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -0.7% |
| 7D | -10.5% | +7.3% | -17.8% | -10.9% |
| 30D | +0.1% | +11.2% | -11.1% | -0.9% |
| 3M | -4.0% | +4.7% | -8.6% | -4.7% |
| 6M | -5.6% | +51.1% | -56.8% | -12.6% |
| YTD | -29.5% | +148.0% | -177.5% | -42.5% |
| 1Y | -31.5% | +106.1% | -137.7% | -44.1% |
| All | -31.5% | +103.9% | -135.4% | -44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling