+1,611.2%
SGI vs SBAC
+5,959.0%
-4,347.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.2% |
| 7D | -10.7% | -3.4% | -7.3% | -9.3% |
| 30D | -3.6% | +2.6% | -6.2% | -4.7% |
| 3M | -5.4% | +2.6% | -8.0% | -6.7% |
| 6M | -7.0% | -11.5% | +4.5% | -3.3% |
| YTD | -31.6% | -1.6% | -30.0% | -33.4% |
| 1Y | -33.5% | -5.1% | -28.4% | -34.3% |
| 3Y | +66.5% | -9.3% | +75.8% | +63.1% |
| 5Y | +42.2% | -41.0% | +83.2% | +66.1% |
| 10Y | +320.9% | +108.0% | +212.8% | +155.2% |
| All | +1,611.2% | +5,959.0% | -4,347.8% | +286.6% |
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