+261.1%
SGI vs RACE
+793.9%
-532.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.6% |
| 7D | +8.5% | -2.5% | +11.1% | +10.1% |
| 30D | +0.7% | +0.8% | -0.1% | +0.2% |
| 3M | +0.6% | +17.2% | -16.6% | -8.4% |
| 6M | -17.9% | +13.6% | -31.5% | -24.0% |
| YTD | -21.2% | +12.2% | -33.4% | -27.1% |
| 1Y | -18.9% | -16.3% | -2.6% | -12.5% |
| 3Y | +52.6% | +36.4% | +16.2% | +13.2% |
| 5Y | +60.7% | +95.0% | -34.2% | -7.4% |
| All | +261.1% | +793.9% | -532.8% | +15.7% |
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