+1,036.8%
SGI vs BR
+1,321.0%
-284.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +2.7% |
| 7D | +8.5% | -5.3% | +13.8% | +12.3% |
| 30D | +0.7% | +6.4% | -5.8% | -3.7% |
| 3M | +0.6% | +13.6% | -13.0% | -8.5% |
| 6M | -17.9% | -6.7% | -11.2% | -16.0% |
| YTD | -21.2% | -21.1% | -0.1% | -10.4% |
| 1Y | -18.9% | -29.6% | +10.7% | -0.6% |
| 3Y | +52.6% | -2.4% | +55.0% | +46.6% |
| 5Y | +60.7% | +11.2% | +49.5% | +39.0% |
| 10Y | +278.1% | +191.8% | +86.3% | +58.7% |
| All | +1,036.8% | +1,321.0% | -284.2% | +43.2% |
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