+316.3%
SGI vs RBA
+208.8%
+107.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | -10.5% | +0.6% | -11.1% | -10.7% |
| 30D | +0.1% | +9.0% | -8.8% | -3.9% |
| 3M | -4.0% | +7.2% | -11.1% | -7.4% |
| 6M | -5.6% | -7.8% | +2.1% | -2.9% |
| YTD | -29.5% | -6.4% | -23.1% | -28.2% |
| 1Y | -31.5% | -4.2% | -27.3% | -31.0% |
| 3Y | +71.6% | +64.1% | +7.5% | +29.9% |
| 5Y | +50.5% | +48.4% | +2.1% | +14.6% |
| All | +316.3% | +208.8% | +107.4% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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