-22.2%
RKT vs SGI
+247.0%
-269.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.4% |
| 7D | +2.1% | +8.5% | -6.4% | -2.4% |
| 30D | +1.4% | +0.7% | +0.8% | +1.1% |
| 3M | +6.3% | +0.6% | +5.7% | +6.8% |
| 6M | -15.5% | -17.9% | +2.5% | -5.6% |
| YTD | -27.4% | -21.2% | -6.2% | -17.1% |
| 1Y | -26.6% | -18.9% | -7.7% | -18.1% |
| 3Y | +41.2% | +52.6% | -11.4% | +13.2% |
| 5Y | -6.4% | +60.7% | -67.1% | -34.0% |
| All | -22.2% | +247.0% | -269.2% | -62.0% |
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