+60.7%
SGI vs BUD
+46.3%
+14.4%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +8.5% | +0.3% | +8.3% | +8.4% |
| 30D | +0.7% | -5.7% | +6.3% | +3.6% |
| 3M | +0.6% | +3.1% | -2.5% | -1.2% |
| 6M | -17.9% | +7.9% | -25.8% | -21.2% |
| YTD | -21.2% | +27.3% | -48.5% | -30.3% |
| 1Y | -18.9% | +37.8% | -56.7% | -31.1% |
| 3Y | +52.6% | +49.8% | +2.8% | +19.0% |
| All | +60.7% | +46.3% | +14.4% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling