+262.8%
SGI vs BRO
+294.2%
-31.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -4.5% | -7.3% | +2.9% | -0.1% |
| 30D | +4.2% | -6.9% | +11.0% | +8.5% |
| 3M | -7.4% | +10.7% | -18.1% | -14.2% |
| 6M | -15.1% | -2.7% | -12.4% | -15.4% |
| YTD | -24.7% | -16.3% | -8.4% | -18.0% |
| 1Y | -21.8% | -29.1% | +7.3% | -5.4% |
| 3Y | +50.0% | -7.8% | +57.9% | +42.4% |
| 5Y | +48.9% | +18.7% | +30.2% | +11.0% |
| All | +262.8% | +294.2% | -31.5% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 10y: compounded portfolio wealth divided by compounded BRO 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…
10y analysis · Full analysis span regression · 6 months rolling