+669.9%
SGI vs BAH
+1,077.1%
-407.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -10.5% | -1.6% | -8.9% | -10.0% |
| 30D | +0.1% | +18.0% | -17.9% | -4.8% |
| 3M | -4.0% | +11.4% | -15.4% | -7.4% |
| 6M | -5.6% | +17.7% | -23.3% | -11.2% |
| YTD | -29.5% | +5.4% | -34.9% | -32.2% |
| 1Y | -31.5% | +2.8% | -34.3% | -33.8% |
| 3Y | +71.6% | -26.7% | +98.3% | +76.6% |
| 5Y | +50.5% | +8.1% | +42.5% | +31.3% |
| 10Y | +333.9% | +202.5% | +131.3% | +153.9% |
| All | +669.9% | +1,077.1% | -407.2% | +172.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling