+208.2%
ROL vs SGI
+263.3%
-55.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.9% |
| 7D | -3.3% | +0.6% | -3.9% | -3.4% |
| 30D | -7.2% | +5.5% | -12.8% | -7.9% |
| 3M | -27.0% | -3.6% | -23.4% | -26.8% |
| 6M | -39.5% | -15.0% | -24.5% | -38.6% |
| YTD | -41.8% | -23.0% | -18.8% | -40.3% |
| 1Y | -38.9% | -18.4% | -20.5% | -37.9% |
| 3Y | -0.4% | +57.8% | -58.1% | -7.9% |
| 5Y | -4.2% | +51.5% | -55.7% | -13.1% |
| 10Y | +208.2% | +275.2% | -67.0% | +143.1% |
| All | +208.2% | +263.3% | -55.0% | +143.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling