+2,007.2%
SGI vs BUD
+214.6%
+1,792.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -4.0% | -4.6% |
| 7D | +1.0% | +4.5% | -3.5% | -1.4% |
| 30D | +3.9% | +12.5% | -8.6% | -2.8% |
| 3M | -0.8% | 0.0% | -0.8% | -0.9% |
| 6M | -18.0% | +3.8% | -21.8% | -19.9% |
| YTD | -27.6% | +33.1% | -60.7% | -38.8% |
| 1Y | -27.2% | +35.5% | -62.7% | -39.2% |
| 3Y | +76.0% | +49.4% | +26.6% | +34.4% |
| 5Y | +50.0% | +48.0% | +1.9% | +14.1% |
| 10Y | +399.1% | -8.6% | +407.6% | +341.3% |
| All | +2,007.2% | +214.6% | +1,792.6% | +714.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling