-0.8%
RKT vs SGI
+48.6%
-49.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.3% | +0.4% | -1.5% |
| 7D | +4.6% | -3.9% | +8.6% | +7.2% |
| 30D | +25.9% | +0.9% | +24.9% | +25.1% |
| 3M | +5.0% | -2.9% | +7.9% | +7.2% |
| 6M | -7.9% | -9.0% | +1.0% | -1.2% |
| YTD | -25.4% | -29.2% | +3.8% | -7.4% |
| 1Y | -15.4% | -32.3% | +16.9% | +7.6% |
| 3Y | +83.3% | +72.4% | +10.9% | +32.2% |
| 5Y | -0.8% | +50.6% | -51.4% | -30.5% |
| All | -0.8% | +48.6% | -49.4% | -30.5% |
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