+1,872.3%
SGI vs BWA
+841.1%
+1,031.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -1.1% |
| 7D | +8.5% | +5.7% | +2.9% | +5.1% |
| 30D | +0.7% | +1.4% | -0.7% | -0.5% |
| 3M | +0.6% | -12.1% | +12.7% | +7.2% |
| 6M | -17.9% | +28.6% | -46.5% | -30.7% |
| YTD | -21.2% | +51.1% | -72.3% | -41.6% |
| 1Y | -18.9% | +55.9% | -74.7% | -41.3% |
| 3Y | +52.6% | +70.1% | -17.5% | +1.3% |
| 5Y | +60.7% | +90.7% | -30.0% | -2.3% |
| 10Y | +278.1% | +154.0% | +124.1% | +79.9% |
| All | +1,872.3% | +841.1% | +1,031.2% | +356.8% |
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