+690.6%
SGI vs BAH
+1,056.2%
-365.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.4% | -1.0% | -4.1% |
| 7D | +1.0% | -3.5% | +4.5% | +2.1% |
| 30D | +3.9% | +24.3% | -20.4% | -2.8% |
| 3M | -0.8% | +16.3% | -17.1% | -5.7% |
| 6M | -18.0% | +13.6% | -31.5% | -22.0% |
| YTD | -27.6% | +3.5% | -31.1% | -30.0% |
| 1Y | -27.2% | +2.7% | -29.9% | -29.6% |
| 3Y | +76.0% | -26.6% | +102.6% | +80.9% |
| 5Y | +50.0% | +8.5% | +41.4% | +30.3% |
| 10Y | +399.1% | +225.1% | +174.0% | +185.0% |
| All | +690.6% | +1,056.2% | -365.6% | +181.2% |
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