+61.6%
SGI vs BEN
+57.2%
+4.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | -1.2% |
| 7D | +8.5% | +0.2% | +8.3% | +8.4% |
| 30D | +0.7% | -0.5% | +1.2% | +0.9% |
| 3M | +0.6% | +9.7% | -9.1% | -4.0% |
| 6M | -17.9% | +33.9% | -51.8% | -29.1% |
| YTD | -21.2% | +49.0% | -70.2% | -35.3% |
| 1Y | -18.9% | +42.1% | -61.0% | -32.1% |
| All | +61.6% | +57.2% | +4.4% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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