+47.4%
SGI vs BRKR
-39.7%
+87.1%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -4.5% | -8.7% | +4.2% | -1.8% |
| 30D | +4.2% | -9.9% | +14.0% | +7.4% |
| 3M | -7.4% | -3.1% | -4.4% | -9.0% |
| 6M | -15.1% | +45.5% | -60.6% | -28.4% |
| YTD | -24.7% | +13.7% | -38.4% | -31.5% |
| 1Y | -21.8% | +67.4% | -89.2% | -39.0% |
| 3Y | +50.0% | -13.2% | +63.3% | +40.5% |
| All | +47.4% | -39.7% | +87.1% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling