+1,672.1%
SGI vs BWA
+603.0%
+1,069.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.9% | -3.3% | -4.1% |
| 7D | -3.9% | -2.4% | -1.5% | -2.8% |
| 30D | +0.9% | -17.7% | +18.6% | +12.4% |
| 3M | -2.9% | -27.0% | +24.1% | +15.2% |
| 6M | -9.0% | -17.3% | +8.4% | -1.2% |
| YTD | -29.2% | +12.9% | -42.0% | -38.3% |
| 1Y | -32.3% | +12.9% | -45.2% | -41.2% |
| 3Y | +72.4% | +62.1% | +10.3% | +15.9% |
| 5Y | +50.6% | +30.7% | +19.9% | +14.0% |
| 10Y | +335.2% | +89.2% | +246.1% | +144.8% |
| All | +1,672.1% | +603.0% | +1,069.2% | +382.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling