+304.8%
SGI vs BWA
+94.2%
+210.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -5.3% | +4.3% | -9.6% | -7.6% |
| 30D | -2.1% | -13.0% | +10.9% | +5.7% |
| 3M | -8.2% | -24.8% | +16.6% | +7.3% |
| 6M | -4.6% | -23.5% | +19.0% | +8.9% |
| YTD | -31.5% | +13.8% | -45.3% | -41.5% |
| 1Y | -30.8% | +13.4% | -44.3% | -41.0% |
| 3Y | +67.2% | +62.8% | +4.5% | +7.7% |
| 5Y | +42.5% | +28.5% | +14.0% | +4.9% |
| All | +304.8% | +94.2% | +210.5% | +85.5% |
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