+47.4%
SGI vs BRO
+17.6%
+29.7%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -4.5% | -7.3% | +2.9% | -1.6% |
| 30D | +4.2% | -6.9% | +11.0% | +7.1% |
| 3M | -7.4% | +10.7% | -18.1% | -11.9% |
| 6M | -15.1% | -2.7% | -12.4% | -14.9% |
| YTD | -24.7% | -16.3% | -8.4% | -19.5% |
| 1Y | -21.8% | -29.1% | +7.3% | -9.7% |
| 3Y | +50.0% | -7.8% | +57.9% | +44.2% |
| All | +47.4% | +17.6% | +29.7% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling