+333.9%
SGI vs BBWI
-45.0%
+378.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -10.5% | -7.7% | -2.8% | -7.8% |
| 30D | +0.1% | +24.8% | -24.6% | -7.7% |
| 3M | -4.0% | +16.2% | -20.2% | -10.1% |
| 6M | -5.6% | +15.8% | -21.4% | -12.2% |
| YTD | -29.5% | +11.4% | -40.9% | -34.7% |
| 1Y | -31.5% | +3.2% | -34.7% | -36.2% |
| 3Y | +71.6% | -23.5% | +95.1% | +67.6% |
| 5Y | +50.5% | -67.4% | +117.9% | +95.2% |
| 10Y | +333.9% | -46.0% | +379.9% | +203.2% |
| All | +333.9% | -45.0% | +378.8% | +203.2% |
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