+1,672.1%
SGI vs BB
+22.0%
+1,650.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.9% | -4.4% | -5.1% |
| 7D | -3.9% | +11.6% | -15.5% | -6.0% |
| 30D | +0.9% | +2.6% | -1.6% | -0.2% |
| 3M | -2.9% | +3.5% | -6.4% | -4.8% |
| 6M | -9.0% | +43.5% | -52.4% | -18.1% |
| YTD | -29.2% | +141.2% | -170.3% | -43.1% |
| 1Y | -32.3% | +97.4% | -129.7% | -43.5% |
| 3Y | +72.4% | +151.1% | -78.7% | +28.7% |
| 5Y | +50.6% | -12.8% | +63.4% | +34.5% |
| 10Y | +335.2% | +27.5% | +307.8% | +187.9% |
| All | +1,672.1% | +22.0% | +1,650.2% | +1,483.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling