+51.5%
SGI vs SBAC
-44.9%
+96.4%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.4% |
| 3M | -3.6% | -8.2% | +4.6% | -1.6% |
| 6M | -15.0% | -2.8% | -12.2% | -15.1% |
| YTD | -23.0% | -1.5% | -21.5% | -23.8% |
| 1Y | -18.4% | 0.0% | -18.4% | -19.8% |
| 3Y | +57.8% | -8.4% | +66.2% | +55.6% |
| 5Y | +51.5% | -43.5% | +95.0% | +84.4% |
| All | +51.5% | -44.9% | +96.4% | +84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling