+60.8%
SGI vs SBAC
-9.5%
+70.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +9.3% | -0.1% | +9.3% | +9.3% |
| 30D | +6.9% | +3.2% | +3.6% | +6.3% |
| 3M | +2.8% | -5.1% | +7.9% | +3.7% |
| 6M | -12.6% | -2.1% | -10.5% | -12.2% |
| YTD | -21.5% | -0.5% | -21.0% | -21.7% |
| 1Y | -18.8% | +1.1% | -19.9% | -19.3% |
| 3Y | +60.8% | -7.4% | +68.3% | +67.2% |
| All | +60.8% | -9.5% | +70.4% | +67.2% |
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