-21.6%
SGI vs BHP
+71.4%
-93.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.3% | +2.2% | -1.2% |
| 7D | -4.9% | -3.7% | -1.2% | -3.6% |
| 30D | +1.6% | -0.8% | +2.4% | +1.7% |
| 3M | -3.2% | +7.6% | -10.8% | -6.3% |
| 6M | -16.0% | +20.8% | -36.8% | -23.0% |
| YTD | -25.4% | +50.8% | -76.2% | -33.5% |
| 1Y | -21.6% | +70.9% | -92.5% | -31.3% |
| All | -21.6% | +71.4% | -93.0% | -31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling