+1,872.3%
SGI vs BEN
+335.0%
+1,537.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | -1.7% |
| 7D | +8.5% | +0.2% | +8.3% | +8.3% |
| 30D | +0.7% | -0.5% | +1.2% | +1.0% |
| 3M | +0.6% | +9.7% | -9.1% | -5.4% |
| 6M | -17.9% | +33.9% | -51.8% | -32.1% |
| YTD | -21.2% | +49.0% | -70.2% | -39.2% |
| 1Y | -18.9% | +42.1% | -61.0% | -35.8% |
| 3Y | +52.6% | +51.9% | +0.8% | +11.1% |
| 5Y | +60.7% | +39.0% | +21.7% | +21.8% |
| 10Y | +278.1% | +57.9% | +220.2% | +132.2% |
| All | +1,872.3% | +335.0% | +1,537.3% | +720.6% |
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