-30.8%
SGI vs BBWI
+0.1%
-31.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.2% | -0.1% |
| 7D | -5.3% | +0.1% | -5.5% | -5.3% |
| 30D | -2.1% | +12.9% | -14.9% | -4.4% |
| 3M | -8.2% | +16.0% | -24.2% | -11.3% |
| 6M | -4.6% | +16.6% | -21.2% | -7.9% |
| YTD | -31.5% | +9.7% | -41.2% | -32.7% |
| 1Y | -30.8% | +1.5% | -32.3% | -32.0% |
| All | -30.8% | +0.1% | -31.0% | -32.0% |
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