+41.4%
SGI vs BR
+18.8%
+22.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -5.3% | +1.1% | -6.4% | -5.8% |
| 30D | -2.1% | +14.4% | -16.4% | -8.7% |
| 3M | -8.2% | +12.4% | -20.6% | -13.8% |
| 6M | -4.6% | +35.4% | -40.0% | -19.8% |
| YTD | -31.5% | -12.2% | -19.3% | -26.2% |
| 1Y | -30.8% | -12.7% | -18.1% | -25.2% |
| 3Y | +67.2% | +14.3% | +52.9% | +46.2% |
| All | +41.4% | +18.8% | +22.6% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling