+1,872.3%
SGI vs SBAC
+6,052.2%
-4,179.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.0% |
| 7D | +8.5% | -0.8% | +9.3% | +8.9% |
| 30D | +0.7% | +6.9% | -6.2% | -2.4% |
| 3M | +0.6% | -8.2% | +8.8% | +3.5% |
| 6M | -17.9% | -1.6% | -16.3% | -19.3% |
| YTD | -21.2% | -0.1% | -21.1% | -23.6% |
| 1Y | -18.9% | -0.5% | -18.4% | -21.4% |
| 3Y | +52.6% | -9.1% | +61.7% | +49.2% |
| 5Y | +60.7% | -43.8% | +104.5% | +92.1% |
| 10Y | +278.1% | +80.5% | +197.6% | +145.4% |
| All | +1,872.3% | +6,052.2% | -4,179.9% | +343.8% |
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 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