+760.8%
SGI vs BAH
+886.2%
-125.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.9% |
| 7D | +8.5% | -3.2% | +11.8% | +9.6% |
| 30D | +0.7% | +2.0% | -1.3% | -0.1% |
| 3M | +0.6% | -7.6% | +8.2% | +2.4% |
| 6M | -17.9% | -5.7% | -12.3% | -17.6% |
| YTD | -21.2% | -11.7% | -9.5% | -19.8% |
| 1Y | -18.9% | -27.4% | +8.5% | -12.7% |
| 3Y | +52.6% | -32.5% | +85.2% | +60.4% |
| 5Y | +60.7% | -3.3% | +64.1% | +44.2% |
| 10Y | +278.1% | +186.0% | +92.1% | +124.5% |
| All | +760.8% | +886.2% | -125.4% | +222.3% |
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