+67.2%
SGI vs BUD
+49.6%
+17.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | -5.3% | +1.0% | -6.3% | -5.7% |
| 30D | -2.1% | +6.7% | -8.7% | -4.4% |
| 3M | -8.2% | +5.7% | -13.9% | -10.1% |
| 6M | -4.6% | +5.8% | -10.4% | -6.8% |
| YTD | -31.5% | +34.4% | -65.9% | -37.9% |
| 1Y | -30.8% | +33.3% | -64.1% | -37.2% |
| 3Y | +67.2% | +48.8% | +18.4% | +40.8% |
| All | +67.2% | +49.6% | +17.6% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling