-25.7%
RKT vs SGI
+238.8%
-264.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.8% | -1.7% |
| 7D | -1.0% | +0.6% | -1.6% | -1.2% |
| 30D | -2.4% | +5.5% | -7.9% | -5.2% |
| 3M | +1.9% | -3.6% | +5.5% | +4.7% |
| 6M | -13.9% | -15.0% | +1.2% | -5.5% |
| YTD | -30.6% | -23.0% | -7.6% | -19.8% |
| 1Y | -34.4% | -18.4% | -15.9% | -26.8% |
| 3Y | +38.2% | +57.8% | -19.6% | +9.3% |
| 5Y | -9.7% | +51.5% | -61.1% | -34.9% |
| All | -25.7% | +238.8% | -264.5% | -63.2% |
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