+274.1%
SGI vs RACE
+658.1%
-384.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.8% | -4.5% | -4.9% |
| 7D | -3.9% | +0.2% | -4.2% | -3.9% |
| 30D | +0.9% | +6.6% | -5.7% | -2.2% |
| 3M | -2.9% | +2.2% | -5.1% | -3.9% |
| 6M | -9.0% | +22.4% | -31.3% | -18.5% |
| YTD | -29.2% | +13.8% | -43.0% | -34.5% |
| 1Y | -32.3% | +2.2% | -34.5% | -33.8% |
| 3Y | +72.4% | +25.6% | +46.8% | +40.5% |
| 5Y | +50.6% | +71.0% | -20.4% | +0.6% |
| 10Y | +335.2% | +739.1% | -403.9% | +65.6% |
| All | +274.1% | +658.1% | -384.0% | +36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling