+103.7%
RIO vs SGI
+59.2%
+44.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | +1.9% | +9.3% | -7.4% | 0.0% |
| 30D | +5.0% | +6.9% | -1.9% | +3.4% |
| 3M | +5.1% | +2.8% | +2.3% | +4.1% |
| 6M | +17.6% | -12.6% | +30.2% | +20.0% |
| YTD | +36.3% | -21.5% | +57.8% | +41.7% |
| 1Y | +71.2% | -18.8% | +89.9% | +76.2% |
| 3Y | +102.7% | +60.8% | +41.9% | +78.2% |
| All | +103.7% | +59.2% | +44.5% | +65.4% |
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