+304.8%
SGI vs BHP
+333.8%
-29.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.9% |
| 7D | -5.3% | -0.5% | -4.8% | -5.0% |
| 30D | -2.1% | -4.5% | +2.5% | +0.1% |
| 3M | -8.2% | -6.9% | -1.3% | -5.2% |
| 6M | -4.6% | -10.6% | +6.0% | -0.2% |
| YTD | -31.5% | +37.2% | -68.7% | -43.6% |
| 1Y | -30.8% | +48.0% | -78.9% | -45.4% |
| 3Y | +67.2% | +52.6% | +14.7% | +26.2% |
| 5Y | +42.5% | +116.5% | -74.0% | -17.5% |
| All | +304.8% | +333.8% | -29.0% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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