+1,872.3%
SGI vs BG
+514.7%
+1,357.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.0% |
| 7D | +8.5% | +2.8% | +5.7% | +7.2% |
| 30D | +0.7% | +12.0% | -11.4% | -4.4% |
| 3M | +0.6% | -7.7% | +8.3% | +3.0% |
| 6M | -17.9% | +4.5% | -22.4% | -21.1% |
| YTD | -21.2% | +35.7% | -56.9% | -32.6% |
| 1Y | -18.9% | +50.1% | -68.9% | -34.5% |
| 3Y | +52.6% | +12.6% | +40.0% | +36.3% |
| 5Y | +60.7% | +75.4% | -14.7% | +11.7% |
| 10Y | +278.1% | +150.5% | +127.6% | +112.0% |
| All | +1,872.3% | +514.7% | +1,357.6% | +854.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling