+333.9%
SGI vs RACE
+741.5%
-407.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -10.5% | -3.9% | -6.6% | -8.3% |
| 30D | +0.1% | +6.8% | -6.7% | -3.4% |
| 3M | -4.0% | +1.3% | -5.3% | -4.7% |
| 6M | -5.6% | +26.3% | -31.9% | -18.1% |
| YTD | -29.5% | +13.8% | -43.3% | -35.4% |
| 1Y | -31.5% | -0.5% | -31.1% | -32.2% |
| 3Y | +71.6% | +25.6% | +46.0% | +34.8% |
| 5Y | +50.5% | +67.6% | -17.1% | -5.3% |
| 10Y | +333.9% | +724.7% | -390.8% | +13.2% |
| All | +333.9% | +741.5% | -407.6% | +13.2% |
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