+1,962.7%
RSG vs SGI
+2,073.9%
-111.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.4% |
| 7D | -0.7% | +9.3% | -10.0% | -1.9% |
| 30D | +3.3% | +6.9% | -3.6% | +2.3% |
| 3M | +8.5% | +2.8% | +5.6% | +7.7% |
| 6M | -3.5% | -12.6% | +9.1% | -2.6% |
| YTD | +5.5% | -21.5% | +27.0% | +7.8% |
| 1Y | -1.7% | -18.8% | +17.0% | -0.2% |
| 3Y | +56.9% | +60.8% | -3.9% | +43.1% |
| 5Y | +89.4% | +60.0% | +29.4% | +68.6% |
| 10Y | +412.5% | +267.8% | +144.7% | +273.6% |
| All | +1,962.7% | +2,073.9% | -111.2% | +804.1% |
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 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