+7.4%
ROK vs SGI
-33.4%
+40.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.7% | -0.5% |
| 7D | +7.1% | -5.3% | +12.4% | +8.8% |
| 30D | -5.0% | -2.1% | -2.9% | -4.6% |
| 3M | -9.4% | -8.2% | -1.2% | -7.2% |
| 6M | -11.0% | -4.6% | -6.4% | -11.3% |
| YTD | +4.4% | -31.5% | +35.9% | +21.1% |
| 1Y | +7.4% | -30.8% | +38.2% | +24.2% |
| All | +7.4% | -33.4% | +40.8% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling