-31.5%
SGI vs BBWI
+1.6%
-33.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -10.5% | -7.7% | -2.8% | -8.8% |
| 30D | +0.1% | +24.8% | -24.6% | -4.3% |
| 3M | -4.0% | +16.2% | -20.2% | -7.3% |
| 6M | -5.6% | +15.8% | -21.4% | -9.0% |
| YTD | -29.5% | +11.4% | -40.9% | -31.1% |
| 1Y | -31.5% | +3.2% | -34.7% | -33.0% |
| All | -31.5% | +1.6% | -33.1% | -33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling