+1,361.9%
RIO vs SGI
+2,083.6%
-721.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | 0.0% | +8.5% | -8.6% | -2.2% |
| 30D | +4.0% | +0.7% | +3.3% | +3.6% |
| 3M | +0.1% | +0.6% | -0.5% | -0.5% |
| 6M | +12.7% | -17.9% | +30.7% | +17.4% |
| YTD | +35.6% | -21.2% | +56.7% | +42.2% |
| 1Y | +73.7% | -18.9% | +92.6% | +80.1% |
| 3Y | +93.3% | +52.6% | +40.7% | +66.3% |
| 5Y | +92.4% | +60.7% | +31.7% | +56.4% |
| 10Y | +606.9% | +278.1% | +328.8% | +293.0% |
| All | +1,361.9% | +2,083.6% | -721.7% | +254.9% |
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