+28.9%
BA vs SGI
+397.2%
-368.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +6.0% | +2.7% |
| 7D | +1.1% | +1.0% | +0.1% | +0.5% |
| 30D | -7.9% | +3.9% | -11.8% | -9.7% |
| 3M | -25.3% | -0.8% | -24.5% | -25.6% |
| 6M | -24.6% | -18.0% | -6.6% | -19.7% |
| YTD | -20.1% | -27.6% | +7.5% | -11.6% |
| 1Y | -11.8% | -27.2% | +15.5% | -2.8% |
| 3Y | -10.1% | +76.0% | -86.1% | -32.5% |
| 5Y | -22.7% | +50.0% | -72.7% | -41.5% |
| All | +28.9% | +397.2% | -368.3% | -42.8% |
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