+1,611.2%
SGI vs BEN
+353.7%
+1,257.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.2% |
| 7D | -10.7% | +11.3% | -22.0% | -16.8% |
| 30D | -3.6% | +15.0% | -18.6% | -11.9% |
| 3M | -5.4% | +7.8% | -13.3% | -10.2% |
| 6M | -7.0% | +15.5% | -22.5% | -15.7% |
| YTD | -31.6% | +55.4% | -87.0% | -48.8% |
| 1Y | -33.5% | +63.3% | -96.8% | -51.8% |
| 3Y | +66.5% | +83.4% | -17.0% | +7.2% |
| 5Y | +42.2% | +28.1% | +14.1% | +14.7% |
| 10Y | +320.9% | +59.1% | +261.8% | +160.2% |
| All | +1,611.2% | +353.7% | +1,257.5% | +590.9% |
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