-32.3%
SGI vs BAH
+2.9%
-35.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.8% | -6.1% | -5.4% |
| 7D | -3.9% | +0.5% | -4.4% | -4.0% |
| 30D | +0.9% | +18.2% | -17.3% | -1.7% |
| 3M | -2.9% | +13.1% | -16.0% | -4.9% |
| 6M | -9.0% | +15.2% | -24.1% | -11.3% |
| YTD | -29.2% | +6.0% | -35.2% | -32.0% |
| 1Y | -32.3% | +3.1% | -35.4% | -34.1% |
| All | -32.3% | +2.9% | -35.2% | -34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling