-11.9%
BA vs SGI
-33.4%
+21.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.1% |
| 7D | -1.1% | -5.3% | +4.2% | +0.3% |
| 30D | -7.1% | -2.1% | -5.1% | -7.1% |
| 3M | -25.5% | -8.2% | -17.4% | -24.1% |
| 6M | -28.7% | -4.6% | -24.2% | -28.1% |
| YTD | -21.0% | -31.5% | +10.4% | -17.0% |
| 1Y | -11.9% | -30.8% | +19.0% | -7.6% |
| All | -11.9% | -33.4% | +21.5% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling