-11.8%
BA vs SGI
+76.5%
-88.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.3% | +5.8% | +2.3% |
| 7D | 0.0% | -3.9% | +4.0% | +1.1% |
| 30D | -8.9% | +0.9% | -9.9% | -9.7% |
| 3M | -25.5% | -2.9% | -22.6% | -25.3% |
| 6M | -27.0% | -9.0% | -18.0% | -25.4% |
| YTD | -20.1% | -29.2% | +9.0% | -12.5% |
| 1Y | -11.0% | -32.3% | +21.3% | -1.0% |
| 3Y | -11.8% | +72.4% | -84.2% | -26.0% |
| All | -11.8% | +76.5% | -88.3% | -26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling