+275.2%
SGI vs BWA
+142.7%
+132.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.0% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +5.5% | -5.6% | +11.1% | +8.8% |
| 3M | -3.6% | -10.7% | +7.1% | +2.2% |
| 6M | -15.0% | +23.2% | -38.2% | -26.8% |
| YTD | -23.0% | +46.0% | -69.0% | -42.6% |
| 1Y | -18.4% | +51.2% | -69.6% | -40.9% |
| 3Y | +57.8% | +69.6% | -11.8% | +2.3% |
| 5Y | +51.5% | +86.6% | -35.1% | -10.8% |
| 10Y | +275.2% | +152.3% | +122.9% | +53.4% |
| All | +275.2% | +142.7% | +132.5% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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