+41.4%
SGI vs BLDR
-11.9%
+53.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | -5.3% | -3.0% | -2.3% | -3.9% |
| 30D | -2.1% | +20.1% | -22.2% | -10.6% |
| 3M | -8.2% | -17.5% | +9.3% | -0.1% |
| 6M | -4.6% | -16.1% | +11.5% | +2.2% |
| YTD | -31.5% | -41.0% | +9.6% | -14.5% |
| 1Y | -30.8% | -41.6% | +10.8% | -13.7% |
| 3Y | +67.2% | -50.8% | +118.0% | +101.1% |
| All | +41.4% | -11.9% | +53.3% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling