+1,858.9%
ROK vs SGI
+2,083.6%
-224.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +0.7% | +8.5% | -7.9% | -1.5% |
| 30D | -3.3% | +0.7% | -4.0% | -3.6% |
| 3M | -5.9% | +0.6% | -6.5% | -6.4% |
| 6M | +13.9% | -17.9% | +31.8% | +19.0% |
| YTD | +12.6% | -21.2% | +33.8% | +18.8% |
| 1Y | +28.6% | -18.9% | +47.5% | +34.4% |
| 3Y | +45.1% | +52.6% | -7.5% | +27.3% |
| 5Y | +45.6% | +60.7% | -15.1% | +22.4% |
| 10Y | +345.0% | +278.1% | +66.9% | +167.6% |
| All | +1,858.9% | +2,083.6% | -224.7% | +462.0% |
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