+113.4%
BAC vs SGI
+2,021.1%
-1,907.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.8% | -0.8% | -2.7% |
| 7D | -2.7% | +5.3% | -8.0% | -4.4% |
| 30D | -8.0% | +8.2% | -16.2% | -10.5% |
| 3M | -20.9% | -2.2% | -18.7% | -20.9% |
| 6M | -5.4% | -8.4% | +3.1% | -4.0% |
| YTD | -8.1% | -23.4% | +15.4% | -1.8% |
| 1Y | -3.1% | -14.0% | +10.9% | -0.9% |
| 3Y | +88.1% | +78.8% | +9.3% | +47.7% |
| 5Y | +19.7% | +58.6% | -38.9% | -6.9% |
| 10Y | +275.9% | +427.8% | -152.0% | +63.2% |
| All | +113.4% | +2,021.1% | -1,907.7% | -67.1% |
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