+275.2%
SGI vs BUD
-24.2%
+299.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -0.7% |
| 7D | +0.6% | -1.3% | +1.9% | +1.4% |
| 30D | +5.5% | -6.1% | +11.7% | +9.3% |
| 3M | -3.6% | -3.8% | +0.2% | -1.8% |
| 6M | -15.0% | +8.2% | -23.2% | -19.0% |
| YTD | -23.0% | +23.6% | -46.6% | -32.1% |
| 1Y | -18.4% | +33.4% | -51.8% | -31.2% |
| 3Y | +57.8% | +45.3% | +12.4% | +21.9% |
| 5Y | +51.5% | +44.3% | +7.2% | +15.6% |
| 10Y | +275.2% | -22.8% | +297.9% | +186.5% |
| All | +275.2% | -24.2% | +299.3% | +186.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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