+275.2%
SGI vs BBWI
-58.2%
+333.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.3% | +4.4% | +0.4% |
| 7D | +0.6% | -4.4% | +5.0% | +2.2% |
| 30D | +5.5% | -7.4% | +12.9% | +7.8% |
| 3M | -3.6% | -2.2% | -1.4% | -3.8% |
| 6M | -15.0% | -16.3% | +1.3% | -11.5% |
| YTD | -23.0% | -9.1% | -13.9% | -22.9% |
| 1Y | -18.4% | -34.5% | +16.1% | -10.1% |
| 3Y | +57.8% | -47.0% | +104.7% | +77.4% |
| 5Y | +51.5% | -68.8% | +120.3% | +100.0% |
| 10Y | +275.2% | -57.4% | +332.5% | +207.4% |
| All | +275.2% | -58.2% | +333.4% | +207.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling