+46.0%
RF vs SGI
+48.6%
-2.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.3% | +4.5% | +1.1% |
| 7D | +0.3% | -3.9% | +4.3% | +1.6% |
| 30D | +6.2% | +0.9% | +5.2% | +5.4% |
| 3M | -7.8% | -2.9% | -5.0% | -7.5% |
| 6M | +5.9% | -9.0% | +14.9% | +8.0% |
| YTD | +9.0% | -29.2% | +38.2% | +20.6% |
| 1Y | +19.3% | -32.3% | +51.5% | +34.0% |
| 3Y | +116.4% | +72.4% | +44.0% | +68.7% |
| 5Y | +46.0% | +50.6% | -4.6% | +11.3% |
| All | +46.0% | +48.6% | -2.6% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling