+60.8%
SGI vs BB
+68.2%
-7.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.7% | -0.7% |
| 7D | +9.3% | +0.5% | +8.8% | +9.2% |
| 30D | +6.9% | -12.4% | +19.2% | +8.6% |
| 3M | +2.8% | -15.3% | +18.1% | +3.9% |
| 6M | -12.6% | +128.8% | -141.4% | -25.2% |
| YTD | -21.5% | +107.7% | -129.2% | -31.9% |
| 1Y | -18.8% | +103.9% | -122.6% | -30.0% |
| 3Y | +60.8% | +72.6% | -11.8% | +32.7% |
| All | +60.8% | +68.2% | -7.3% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling