+28.1%
BA vs SGI
+413.4%
-385.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.9% | -1.9% |
| 7D | -1.7% | -0.2% | -1.5% | -1.8% |
| 30D | -9.5% | +6.6% | -16.0% | -12.1% |
| 3M | -26.5% | +1.8% | -28.3% | -27.6% |
| 6M | -27.4% | -3.9% | -23.5% | -27.2% |
| YTD | -20.6% | -25.2% | +4.6% | -13.3% |
| 1Y | -11.4% | -26.7% | +15.3% | -2.7% |
| 3Y | -10.8% | +86.8% | -97.6% | -34.6% |
| 5Y | -21.9% | +56.6% | -78.6% | -41.9% |
| 10Y | +28.1% | +384.3% | -356.2% | -43.9% |
| All | +28.1% | +413.4% | -385.3% | -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