+251.7%
BAC vs SGI
+413.4%
-161.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.3% | -1.0% | +1.4% |
| 7D | +2.0% | -0.2% | +2.2% | +2.0% |
| 30D | -6.9% | +6.6% | -13.5% | -8.8% |
| 3M | -19.6% | +1.8% | -21.4% | -20.4% |
| 6M | -0.5% | -3.9% | +3.4% | -0.5% |
| YTD | -6.6% | -25.2% | +18.6% | -0.5% |
| 1Y | -3.0% | -26.7% | +23.8% | +3.9% |
| 3Y | +97.3% | +86.8% | +10.5% | +59.0% |
| 5Y | +21.9% | +56.6% | -34.8% | -1.0% |
| 10Y | +251.7% | +384.3% | -132.6% | +86.1% |
| All | +251.7% | +413.4% | -161.8% | +86.1% |
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 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