+47.4%
SGI vs BG
+81.8%
-34.5%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.3% |
| 7D | -4.5% | +3.1% | -7.6% | -5.0% |
| 30D | +4.2% | +10.2% | -6.1% | +2.3% |
| 3M | -7.4% | -1.7% | -5.8% | -7.4% |
| 6M | -15.1% | +1.0% | -16.0% | -15.8% |
| YTD | -24.7% | +39.9% | -64.6% | -30.8% |
| 1Y | -21.8% | +53.2% | -75.0% | -30.1% |
| 3Y | +50.0% | +16.3% | +33.8% | +42.2% |
| All | +47.4% | +81.8% | -34.5% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling