+111.9%
BAC vs SGI
+1,905.4%
-1,793.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | +1.1% |
| 7D | -1.2% | +1.0% | -2.1% | -1.6% |
| 30D | -7.7% | +3.9% | -11.6% | -9.0% |
| 3M | -21.2% | -0.8% | -20.3% | -21.4% |
| 6M | -6.8% | -18.0% | +11.1% | -2.0% |
| YTD | -8.7% | -27.6% | +18.9% | -0.7% |
| 1Y | -5.3% | -27.2% | +22.0% | +2.7% |
| 3Y | +87.4% | +76.0% | +11.5% | +47.9% |
| 5Y | +18.9% | +50.0% | -31.0% | -5.8% |
| 10Y | +273.3% | +399.1% | -125.8% | +65.0% |
| All | +111.9% | +1,905.4% | -1,793.5% | -66.8% |
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