+60.0%
SGI vs BBWI
-66.8%
+126.8%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.6% |
| 7D | +9.3% | +1.6% | +7.7% | +8.7% |
| 30D | +6.9% | -6.2% | +13.1% | +8.6% |
| 3M | +2.8% | +4.3% | -1.5% | +0.4% |
| 6M | -12.6% | -7.2% | -5.4% | -12.3% |
| YTD | -21.5% | -3.0% | -18.5% | -23.1% |
| 1Y | -18.8% | -30.8% | +12.0% | -11.6% |
| 3Y | +60.8% | -43.4% | +104.2% | +76.5% |
| 5Y | +60.0% | -66.7% | +126.7% | +112.1% |
| All | +60.0% | -66.8% | +126.8% | +112.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling