+1,663.9%
SGI vs SBAC
+6,071.4%
-4,407.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.1% |
| 7D | -10.5% | -2.8% | -7.7% | -9.3% |
| 30D | +0.1% | +3.1% | -3.0% | -1.3% |
| 3M | -4.0% | +5.1% | -9.1% | -6.4% |
| 6M | -5.6% | -11.4% | +5.8% | -1.9% |
| YTD | -29.5% | +0.2% | -29.7% | -31.9% |
| 1Y | -31.5% | -3.9% | -27.6% | -32.6% |
| 3Y | +71.6% | -7.7% | +79.3% | +66.7% |
| 5Y | +50.5% | -39.7% | +90.3% | +74.2% |
| 10Y | +333.9% | +111.9% | +222.0% | +160.9% |
| All | +1,663.9% | +6,071.4% | -4,407.4% | +295.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling