+1,663.9%
SGI vs BEN
+359.3%
+1,304.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -10.5% | +7.2% | -17.7% | -14.7% |
| 30D | +0.1% | +14.1% | -14.0% | -8.1% |
| 3M | -4.0% | +9.9% | -13.9% | -9.9% |
| 6M | -5.6% | +17.4% | -23.0% | -15.3% |
| YTD | -29.5% | +57.3% | -86.8% | -47.6% |
| 1Y | -31.5% | +66.9% | -98.5% | -51.0% |
| 3Y | +71.6% | +85.7% | -14.1% | +9.7% |
| 5Y | +50.5% | +31.2% | +19.3% | +19.6% |
| 10Y | +333.9% | +61.0% | +272.8% | +166.1% |
| All | +1,663.9% | +359.3% | +1,304.7% | +606.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling