+1,872.3%
SGI vs BHP
+1,498.0%
+374.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | +8.5% | -2.9% | +11.4% | +10.1% |
| 30D | +0.7% | +3.4% | -2.7% | -1.1% |
| 3M | +0.6% | +4.1% | -3.5% | -2.1% |
| 6M | -17.9% | +20.6% | -38.5% | -25.9% |
| YTD | -21.2% | +56.1% | -77.2% | -38.0% |
| 1Y | -18.9% | +69.6% | -88.5% | -39.0% |
| 3Y | +52.6% | +78.8% | -26.2% | +9.3% |
| 5Y | +60.7% | +113.1% | -52.3% | +0.8% |
| 10Y | +278.1% | +505.9% | -227.8% | +35.7% |
| All | +1,872.3% | +1,498.0% | +374.3% | +454.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling