+62.5%
ROK vs SGI
+72.0%
-9.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.7% | +2.5% |
| 7D | -8.5% | -10.5% | +2.0% | -4.5% |
| 30D | -6.4% | +0.1% | -6.5% | -6.9% |
| 3M | -8.8% | -4.0% | -4.9% | -8.2% |
| 6M | -10.5% | -5.6% | -4.9% | -10.0% |
| YTD | +5.4% | -29.5% | +34.9% | +19.5% |
| 1Y | +5.0% | -31.5% | +36.5% | +20.5% |
| All | +62.5% | +72.0% | -9.5% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling