+60.0%
SGI vs BLDR
+16.0%
+44.0%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.4% | +1.9% |
| 7D | +9.3% | -0.3% | +9.6% | +9.4% |
| 30D | +6.9% | -16.2% | +23.1% | +15.8% |
| 3M | +2.8% | -14.4% | +17.3% | +9.7% |
| 6M | -12.6% | -32.8% | +20.2% | +4.1% |
| YTD | -21.5% | -39.2% | +17.6% | -3.2% |
| 1Y | -18.8% | -57.7% | +38.9% | +17.5% |
| 3Y | +60.8% | -55.3% | +116.1% | +105.0% |
| 5Y | +60.0% | +15.6% | +44.4% | +13.5% |
| All | +60.0% | +16.0% | +44.0% | +13.5% |
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