+275.2%
SGI vs SBAC
+78.4%
+196.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.6% |
| 7D | +0.6% | +0.2% | +0.4% | +0.6% |
| 30D | +5.5% | +3.9% | +1.7% | +4.3% |
| 3M | -3.6% | -8.2% | +4.6% | -1.5% |
| 6M | -15.0% | -2.8% | -12.2% | -15.4% |
| YTD | -23.0% | -1.5% | -21.5% | -24.1% |
| 1Y | -18.4% | 0.0% | -18.4% | -20.1% |
| 3Y | +57.8% | -8.4% | +66.2% | +55.5% |
| 5Y | +51.5% | -43.5% | +95.0% | +76.6% |
| 10Y | +275.2% | +86.9% | +188.3% | +302.1% |
| All | +275.2% | +78.4% | +196.8% | +302.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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