+1,784.5%
SGI vs BRKR
+1,123.1%
+661.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.6% |
| 6M | -15.1% | +45.5% | -60.6% | -27.0% |
| YTD | -24.7% | +13.7% | -38.4% | -30.5% |
| 1Y | -21.8% | +67.4% | -89.2% | -36.9% |
| 3Y | +50.0% | -13.2% | +63.3% | +42.1% |
| 5Y | +48.9% | -39.5% | +88.4% | +56.4% |
| 10Y | +267.1% | +153.5% | +113.6% | +146.4% |
| All | +1,784.5% | +1,123.1% | +661.3% | +726.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling