+47.0%
ROK vs SGI
+56.1%
-9.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | 0.0% |
| 7D | +0.2% | +0.6% | -0.4% | -0.1% |
| 30D | -1.8% | +5.5% | -7.3% | -4.0% |
| 3M | -7.2% | -3.6% | -3.6% | -6.5% |
| 6M | +14.2% | -15.0% | +29.2% | +20.0% |
| YTD | +10.6% | -23.0% | +33.6% | +20.6% |
| 1Y | +25.9% | -18.4% | +44.3% | +33.8% |
| 3Y | +50.8% | +57.8% | -7.0% | +22.0% |
| 5Y | +47.0% | +51.5% | -4.4% | +10.5% |
| All | +47.0% | +56.1% | -9.1% | +10.5% |
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