+388.8%
SGI vs RACE
+740.1%
-351.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -4.0% | -4.6% |
| 7D | +1.0% | +5.1% | -4.1% | -1.8% |
| 30D | +3.9% | +7.7% | -3.8% | -0.3% |
| 3M | -0.8% | +2.2% | -3.0% | -2.0% |
| 6M | -18.0% | +23.8% | -41.7% | -28.0% |
| YTD | -27.6% | +13.9% | -41.5% | -33.7% |
| 1Y | -27.2% | +3.8% | -31.0% | -29.8% |
| 3Y | +76.0% | +28.0% | +47.9% | +36.6% |
| 5Y | +50.0% | +64.9% | -15.0% | -4.6% |
| All | +388.8% | +740.1% | -351.3% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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