+47.5%
SGI vs BWA
+86.5%
-39.0%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.4% |
| 7D | -4.9% | -0.1% | -4.8% | -4.9% |
| 30D | +1.6% | -5.5% | +7.1% | +4.3% |
| 3M | -3.2% | -7.6% | +4.4% | +0.1% |
| 6M | -16.0% | +25.0% | -41.0% | -26.9% |
| YTD | -25.4% | +47.0% | -72.4% | -43.0% |
| 1Y | -21.6% | +54.0% | -75.6% | -42.0% |
| 3Y | +52.9% | +70.7% | -17.8% | +3.0% |
| 5Y | +47.5% | +86.7% | -39.2% | -13.1% |
| All | +47.5% | +86.5% | -39.0% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling