+1,872.3%
SGI vs BB
+2.8%
+1,869.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +8.5% | -5.6% | +14.2% | +9.7% |
| 30D | +0.7% | -11.8% | +12.5% | +2.9% |
| 3M | +0.6% | -25.5% | +26.1% | +4.8% |
| 6M | -17.9% | +121.3% | -139.2% | -32.3% |
| YTD | -21.2% | +103.2% | -124.3% | -33.8% |
| 1Y | -18.9% | +102.6% | -121.5% | -32.5% |
| 3Y | +52.6% | +37.5% | +15.1% | +29.0% |
| 5Y | +60.7% | -30.4% | +91.2% | +50.5% |
| 10Y | +278.1% | 0.0% | +278.1% | +164.1% |
| All | +1,872.3% | +2.8% | +1,869.5% | +1,741.9% |
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