+888.5%
SGI vs BR
+1,481.8%
-593.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.1% |
| 7D | -5.3% | +1.1% | -6.4% | -6.0% |
| 30D | -2.1% | +14.4% | -16.4% | -10.2% |
| 3M | -8.2% | +12.4% | -20.6% | -15.1% |
| 6M | -4.6% | +35.4% | -40.0% | -23.0% |
| YTD | -31.5% | -12.2% | -19.3% | -27.3% |
| 1Y | -30.8% | -12.7% | -18.1% | -26.4% |
| 3Y | +67.2% | +14.3% | +52.9% | +45.2% |
| 5Y | +42.5% | +19.3% | +23.2% | +18.5% |
| 10Y | +321.9% | +278.1% | +43.7% | +48.6% |
| All | +888.5% | +1,481.8% | -593.3% | +16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling