+610.4%
RIO vs SGI
+278.2%
+332.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.3% |
| 7D | +1.0% | +0.6% | +0.4% | +0.8% |
| 30D | +4.0% | +5.5% | -1.5% | +2.7% |
| 3M | +4.5% | -3.6% | +8.1% | +5.0% |
| 6M | +17.3% | -15.0% | +32.4% | +20.4% |
| YTD | +36.2% | -23.0% | +59.2% | +42.2% |
| 1Y | +76.1% | -18.4% | +94.6% | +81.2% |
| 3Y | +102.5% | +57.8% | +44.8% | +78.8% |
| 5Y | +103.5% | +51.5% | +52.1% | +75.4% |
| All | +610.4% | +278.2% | +332.2% | +339.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling