+335.2%
SGI vs SBAC
+103.9%
+231.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.6% | -5.8% | -5.5% |
| 7D | -3.9% | +3.6% | -7.6% | -5.0% |
| 30D | +0.9% | +4.9% | -4.0% | -0.6% |
| 3M | -2.9% | +6.5% | -9.4% | -5.0% |
| 6M | -9.0% | -11.1% | +2.2% | -6.1% |
| YTD | -29.2% | +0.9% | -30.1% | -30.9% |
| 1Y | -32.3% | -1.6% | -30.7% | -33.3% |
| 3Y | +72.4% | -7.0% | +79.4% | +69.2% |
| 5Y | +50.6% | -39.2% | +89.9% | +72.1% |
| 10Y | +335.2% | +111.4% | +223.9% | +335.3% |
| All | +335.2% | +103.9% | +231.4% | +335.3% |
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