+267.4%
RTX vs SGI
+319.5%
-52.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +4.8% | -5.3% | +10.1% | +6.1% |
| 30D | +6.5% | -2.1% | +8.6% | +6.6% |
| 3M | -9.6% | -8.2% | -1.5% | -8.4% |
| 6M | +12.3% | -4.6% | +16.9% | +12.3% |
| YTD | +9.5% | -31.5% | +40.9% | +17.3% |
| 1Y | +15.8% | -30.8% | +46.7% | +23.7% |
| 3Y | +157.0% | +67.2% | +89.8% | +114.1% |
| 5Y | +148.8% | +42.5% | +106.3% | +106.3% |
| All | +267.4% | +319.5% | -52.1% | +101.2% |
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