+1,040.8%
SGI vs BLDR
+370.3%
+670.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.6% | +0.6% | -1.9% |
| 7D | -10.7% | -8.2% | -2.5% | -8.2% |
| 30D | -3.6% | +16.3% | -19.8% | -8.2% |
| 3M | -5.4% | -17.0% | +11.6% | -0.1% |
| 6M | -7.0% | -17.4% | +10.4% | -1.9% |
| YTD | -31.6% | -41.6% | +10.0% | -20.0% |
| 1Y | -33.5% | -43.5% | +10.0% | -21.6% |
| 3Y | +66.5% | -51.6% | +118.1% | +98.3% |
| 5Y | +42.2% | -11.6% | +53.8% | +39.5% |
| 10Y | +320.9% | +480.9% | -160.0% | +139.9% |
| All | +1,040.8% | +370.3% | +670.5% | +289.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling