+135.8%
BAX vs SGI
+1,862.0%
-1,726.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.3% | +5.3% | +0.6% |
| 7D | +3.6% | -3.9% | +7.6% | +4.1% |
| 30D | +8.5% | +0.9% | +7.6% | +8.3% |
| 3M | -4.9% | -2.9% | -2.0% | -4.7% |
| 6M | +47.0% | -9.0% | +55.9% | +48.2% |
| YTD | +38.4% | -29.2% | +67.6% | +43.3% |
| 1Y | +49.1% | -32.3% | +81.4% | +55.0% |
| 3Y | -14.9% | +72.4% | -87.3% | -19.9% |
| 5Y | -63.1% | +50.6% | -113.8% | -65.5% |
| 10Y | -35.6% | +335.2% | -370.8% | -48.3% |
| All | +135.8% | +1,862.0% | -1,726.2% | +39.4% |
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 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