+1,734.2%
ROK vs SGI
+1,852.9%
-118.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.7% | +2.4% |
| 7D | -8.5% | -10.5% | +2.0% | -5.8% |
| 30D | -6.4% | +0.1% | -6.5% | -6.7% |
| 3M | -8.8% | -4.0% | -4.9% | -8.4% |
| 6M | -10.5% | -5.6% | -4.9% | -10.0% |
| YTD | +5.4% | -29.5% | +34.9% | +14.1% |
| 1Y | +5.0% | -31.5% | +36.5% | +14.5% |
| 3Y | +64.3% | +71.6% | -7.3% | +39.7% |
| 5Y | +34.0% | +50.5% | -16.6% | +14.4% |
| 10Y | +268.2% | +333.9% | -65.7% | +116.4% |
| All | +1,734.2% | +1,852.9% | -118.8% | +439.7% |
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