-7.2%
RKT vs SGI
+61.8%
-69.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.5% |
| 7D | +6.0% | +9.3% | -3.3% | +0.2% |
| 30D | +0.7% | +6.9% | -6.2% | -3.4% |
| 3M | +11.8% | +2.8% | +9.0% | +10.8% |
| 6M | -7.6% | -12.6% | +5.0% | +0.7% |
| YTD | -28.7% | -21.5% | -7.1% | -17.1% |
| 1Y | -32.6% | -18.8% | -13.8% | -23.9% |
| 3Y | +42.1% | +60.8% | -18.7% | +5.5% |
| 5Y | -7.2% | +60.0% | -67.2% | -37.1% |
| All | -7.2% | +61.8% | -69.0% | -37.1% |
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