+53.3%
SGI vs BHP
+81.6%
-28.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | +0.6% | +0.9% | -0.3% | +0.2% |
| 30D | +5.5% | +4.0% | +1.5% | +3.7% |
| 3M | -3.6% | +11.3% | -14.9% | -8.2% |
| 6M | -15.0% | +29.3% | -44.3% | -24.4% |
| YTD | -23.0% | +59.2% | -82.2% | -37.6% |
| 1Y | -18.4% | +80.8% | -99.3% | -37.7% |
| All | +53.3% | +81.6% | -28.3% | +10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling