-5.5%
BAC vs SGI
-29.2%
+23.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | +0.5% |
| 7D | -1.2% | +1.0% | -2.1% | -1.4% |
| 30D | -7.7% | +3.9% | -11.6% | -8.5% |
| 3M | -21.2% | -0.8% | -20.3% | -21.3% |
| 6M | -6.8% | -18.0% | +11.1% | -3.1% |
| YTD | -8.7% | -27.6% | +18.9% | -2.7% |
| All | -5.5% | -29.2% | +23.7% | +2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling