+391.8%
BAC vs SGI
+261.3%
+130.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.3% |
| 7D | +1.2% | +9.3% | -8.1% | -1.4% |
| 30D | -0.7% | +6.9% | -7.6% | -2.7% |
| 3M | +16.9% | +2.8% | +14.1% | +15.3% |
| 6M | +29.6% | -12.6% | +42.2% | +32.9% |
| YTD | +15.3% | -21.5% | +36.8% | +21.4% |
| 1Y | +28.8% | -18.8% | +47.6% | +33.9% |
| 3Y | +136.4% | +60.8% | +75.6% | +99.6% |
| 5Y | +72.9% | +60.0% | +12.9% | +40.8% |
| 10Y | +391.8% | +267.8% | +123.9% | +179.2% |
| All | +391.8% | +261.3% | +130.4% | +179.2% |
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