+168.8%
BAC vs SGI
+2,083.6%
-1,914.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +1.1% | +8.5% | -7.5% | -1.7% |
| 30D | -0.4% | +0.7% | -1.1% | -0.9% |
| 3M | +16.9% | +0.6% | +16.3% | +15.8% |
| 6M | +26.6% | -17.9% | +44.6% | +33.1% |
| YTD | +15.8% | -21.2% | +37.0% | +22.9% |
| 1Y | +27.2% | -18.9% | +46.0% | +33.0% |
| 3Y | +132.4% | +52.6% | +79.8% | +92.2% |
| 5Y | +72.6% | +60.7% | +11.9% | +33.9% |
| 10Y | +389.7% | +278.1% | +111.6% | +136.5% |
| All | +168.8% | +2,083.6% | -1,914.8% | -58.8% |
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