+262.8%
SGI vs BG
+166.7%
+96.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.7% |
| 7D | -4.5% | +3.1% | -7.6% | -5.8% |
| 30D | +4.2% | +10.2% | -6.1% | -0.5% |
| 3M | -7.4% | -1.7% | -5.8% | -7.7% |
| 6M | -15.1% | +1.0% | -16.0% | -17.2% |
| YTD | -24.7% | +39.9% | -64.6% | -37.3% |
| 1Y | -21.8% | +53.2% | -75.0% | -38.4% |
| 3Y | +50.0% | +16.3% | +33.8% | +31.6% |
| 5Y | +48.9% | +83.9% | -34.9% | -6.8% |
| All | +262.8% | +166.7% | +96.1% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling