-12.1%
SGI vs BRKR
+65.8%
-77.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +12.9% | -6.1% | +4.8% |
| 7D | +12.1% | +2.9% | +9.2% | +11.3% |
| 30D | +12.1% | -0.1% | +12.2% | +11.7% |
| 3M | +0.4% | +26.9% | -26.5% | -4.2% |
| 6M | -4.0% | +75.6% | -79.6% | -20.8% |
| YTD | -21.2% | +35.8% | -57.1% | -32.3% |
| 1Y | -12.1% | +58.6% | -70.7% | -23.9% |
| All | -12.1% | +65.8% | -77.9% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 1y: compounded portfolio wealth divided by compounded BRKR 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…
1y analysis · Full analysis span regression · 6 months rolling