+31.1%
BA vs SGI
+419.1%
-388.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.2% | -1.4% |
| 7D | -0.1% | +5.3% | -5.4% | -2.2% |
| 30D | -9.1% | +8.2% | -17.3% | -12.2% |
| 3M | -28.2% | -2.2% | -26.0% | -28.0% |
| 6M | -23.1% | -8.4% | -14.7% | -21.6% |
| YTD | -20.6% | -23.4% | +2.9% | -13.9% |
| 1Y | -12.7% | -14.0% | +1.3% | -10.4% |
| 3Y | -11.6% | +78.8% | -90.4% | -33.9% |
| 5Y | -23.1% | +58.6% | -81.8% | -43.0% |
| All | +31.1% | +419.1% | -388.0% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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