-30.8%
SGI vs BUD
+33.8%
-64.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.5% |
| 7D | -5.3% | +1.0% | -6.3% | -6.0% |
| 30D | -2.1% | +6.7% | -8.7% | -5.7% |
| 3M | -8.2% | +5.7% | -13.9% | -11.2% |
| 6M | -4.6% | +5.8% | -10.4% | -8.7% |
| YTD | -31.5% | +34.4% | -65.9% | -44.2% |
| 1Y | -30.8% | +33.3% | -64.1% | -43.4% |
| All | -30.8% | +33.8% | -64.6% | -43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling