+217.6%
BAC vs SGI
+319.5%
-101.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +3.2% | -5.3% | +8.6% | +4.8% |
| 30D | -0.7% | -2.1% | +1.3% | -0.4% |
| 3M | -20.0% | -8.2% | -11.8% | -18.5% |
| 6M | +3.4% | -4.6% | +8.0% | +3.5% |
| YTD | -5.7% | -31.5% | +25.7% | +2.8% |
| 1Y | -1.4% | -30.8% | +29.4% | +7.2% |
| 3Y | +97.9% | +67.2% | +30.7% | +64.6% |
| 5Y | +22.9% | +42.5% | -19.6% | +2.7% |
| All | +217.6% | +319.5% | -101.9% | +82.6% |
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 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