+1,766.1%
SGI vs BRO
+943.1%
+823.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -2.9% |
| 7D | -4.9% | -8.6% | +3.7% | +0.7% |
| 30D | +1.6% | -6.9% | +8.5% | +6.3% |
| 3M | -3.2% | +10.5% | -13.6% | -10.6% |
| 6M | -16.0% | -2.8% | -13.3% | -16.6% |
| YTD | -25.4% | -16.1% | -9.3% | -19.0% |
| 1Y | -21.6% | -27.6% | +6.0% | -6.7% |
| 3Y | +52.9% | -7.3% | +60.1% | +46.8% |
| 5Y | +47.5% | +19.0% | +28.5% | +15.3% |
| 10Y | +263.5% | +292.7% | -29.2% | +24.4% |
| All | +1,766.1% | +943.1% | +823.0% | +252.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling