-63.9%
BAX vs SGI
+49.9%
-113.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +6.0% | +1.8% |
| 7D | +12.1% | +1.0% | +11.2% | +11.8% |
| 30D | +7.6% | +3.9% | +3.7% | +6.5% |
| 3M | -4.5% | -0.8% | -3.7% | -4.6% |
| 6M | +52.0% | -18.0% | +70.0% | +57.7% |
| YTD | +35.1% | -27.6% | +62.8% | +43.7% |
| 1Y | +43.7% | -27.2% | +70.9% | +52.6% |
| 3Y | -20.9% | +76.0% | -96.9% | -28.4% |
| All | -63.9% | +49.9% | -113.8% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling