+0.8%
ROL vs SGI
+59.4%
-58.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | -3.4% | +9.3% | -12.7% | -4.4% |
| 30D | -6.9% | +6.9% | -13.8% | -7.7% |
| 3M | -24.6% | +2.8% | -27.4% | -25.0% |
| 6M | -39.5% | -12.6% | -26.9% | -38.9% |
| YTD | -41.1% | -21.5% | -19.6% | -39.7% |
| 1Y | -37.9% | -18.8% | -19.2% | -36.7% |
| 3Y | +0.8% | +60.8% | -60.0% | -6.7% |
| All | +0.8% | +59.4% | -58.6% | -6.7% |
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 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