-37.1%
BAX vs SGI
+261.3%
-298.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.3% | -3.7% |
| 7D | -2.4% | +9.3% | -11.7% | -3.5% |
| 30D | -9.7% | +6.9% | -16.6% | -10.5% |
| 3M | +29.3% | +2.8% | +26.4% | +28.7% |
| 6M | +40.7% | -12.6% | +53.3% | +42.5% |
| YTD | +30.3% | -21.5% | +51.8% | +33.5% |
| 1Y | +3.4% | -18.8% | +22.1% | +5.5% |
| 3Y | -32.0% | +60.8% | -92.9% | -35.3% |
| 5Y | -66.9% | +60.0% | -126.9% | -69.1% |
| 10Y | -37.1% | +267.8% | -304.9% | -43.4% |
| All | -37.1% | +261.3% | -298.4% | -43.4% |
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