+60.0%
SGI vs BAH
-2.8%
+62.8%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | +9.3% | -4.3% | +13.6% | +10.1% |
| 30D | +6.9% | -4.5% | +11.3% | +7.7% |
| 3M | +2.8% | -7.6% | +10.5% | +3.9% |
| 6M | -12.6% | -10.6% | -2.0% | -11.4% |
| YTD | -21.5% | -12.6% | -9.0% | -20.6% |
| 1Y | -18.8% | -27.0% | +8.2% | -15.4% |
| 3Y | +60.8% | -31.5% | +92.3% | +62.3% |
| 5Y | +60.0% | -3.8% | +63.8% | +43.9% |
| All | +60.0% | -2.8% | +62.8% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling