+645.4%
BA vs SGI
+2,083.6%
-1,438.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +1.2% | +8.5% | -7.4% | -0.9% |
| 30D | -11.6% | +0.7% | -12.3% | -11.9% |
| 3M | -2.4% | +0.6% | -3.0% | -2.8% |
| 6M | -6.6% | -17.9% | +11.3% | -2.6% |
| YTD | -2.2% | -21.2% | +18.9% | +2.6% |
| 1Y | -8.0% | -18.9% | +10.8% | -4.5% |
| 3Y | -5.0% | +52.6% | -57.6% | -16.8% |
| 5Y | -2.7% | +60.7% | -63.4% | -18.0% |
| 10Y | +75.9% | +278.1% | -202.2% | +13.0% |
| All | +645.4% | +2,083.6% | -1,438.1% | +178.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling