-18.9%
SGI vs BLDR
-52.1%
+33.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | -0.7% |
| 7D | +8.5% | -2.8% | +11.4% | +9.9% |
| 30D | +0.7% | -13.3% | +14.0% | +7.3% |
| 3M | +0.6% | -12.3% | +12.9% | +6.1% |
| 6M | -17.9% | -31.5% | +13.5% | -6.5% |
| YTD | -21.2% | -36.1% | +14.9% | -8.5% |
| 1Y | -18.9% | -54.1% | +35.2% | -0.1% |
| All | -18.9% | -52.1% | +33.2% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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