+4.4%
RDW vs SGI
+144.6%
-140.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.7% | +3.2% |
| 7D | +4.8% | -4.9% | +9.7% | +7.6% |
| 30D | -19.5% | +1.6% | -21.1% | -20.5% |
| 3M | -26.9% | -3.2% | -23.7% | -26.6% |
| 6M | +17.8% | -16.0% | +33.8% | +26.8% |
| YTD | +43.0% | -25.4% | +68.4% | +63.2% |
| 1Y | +32.1% | -21.6% | +53.7% | +43.3% |
| 3Y | +250.6% | +52.9% | +197.8% | +163.8% |
| 5Y | -6.6% | +47.5% | -54.1% | -39.4% |
| All | +4.4% | +144.6% | -140.1% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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