+262.8%
SGI vs BR
+189.7%
+73.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -4.5% | -3.0% | -1.5% | -2.9% |
| 30D | +4.2% | -0.3% | +4.5% | +4.2% |
| 3M | -7.4% | +17.3% | -24.7% | -16.0% |
| 6M | -15.1% | -6.7% | -8.4% | -12.8% |
| YTD | -24.7% | -23.4% | -1.2% | -13.9% |
| 1Y | -21.8% | -32.7% | +10.9% | -3.4% |
| 3Y | +50.0% | -5.9% | +56.0% | +48.6% |
| 5Y | +48.9% | +8.4% | +40.5% | +32.6% |
| All | +262.8% | +189.7% | +73.1% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling