+335.2%
SGI vs BAH
+210.6%
+124.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.8% | -6.1% | -5.5% |
| 7D | -3.9% | +0.5% | -4.4% | -4.0% |
| 30D | +0.9% | +18.2% | -17.3% | -3.9% |
| 3M | -2.9% | +13.1% | -16.0% | -6.6% |
| 6M | -9.0% | +15.2% | -24.1% | -13.5% |
| YTD | -29.2% | +6.0% | -35.2% | -31.9% |
| 1Y | -32.3% | +3.1% | -35.4% | -34.4% |
| 3Y | +72.4% | -26.2% | +98.6% | +76.2% |
| 5Y | +50.6% | +9.3% | +41.3% | +27.3% |
| 10Y | +335.2% | +212.3% | +123.0% | +119.9% |
| All | +335.2% | +210.6% | +124.6% | +119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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