+72.4%
SGI vs SBAC
-7.1%
+79.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.6% | -5.8% | -5.4% |
| 7D | -3.9% | +3.6% | -7.6% | -4.5% |
| 30D | +0.9% | +4.9% | -4.0% | +0.1% |
| 3M | -2.9% | +6.5% | -9.4% | -4.0% |
| 6M | -9.0% | -11.1% | +2.2% | -7.1% |
| YTD | -29.2% | +0.9% | -30.1% | -29.5% |
| 1Y | -32.3% | -1.6% | -30.7% | -32.1% |
| 3Y | +72.4% | -7.0% | +79.4% | +70.8% |
| All | +72.4% | -7.1% | +79.5% | +70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling