+51.7%
SGI vs BBWI
-67.7%
+119.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.3% | -2.2% | -4.3% |
| 7D | +1.0% | -6.2% | +7.2% | +3.3% |
| 30D | +3.9% | +19.9% | -16.0% | -2.5% |
| 3M | -0.8% | +7.1% | -8.0% | -4.1% |
| 6M | -18.0% | +13.7% | -31.6% | -22.9% |
| YTD | -27.6% | +9.6% | -37.2% | -32.2% |
| 1Y | -27.2% | -1.6% | -25.6% | -30.6% |
| 3Y | +76.0% | -25.9% | +101.9% | +73.1% |
| All | +51.7% | -67.7% | +119.4% | +104.4% |
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 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