+267.8%
SGI vs RBA
+182.6%
+85.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.5% | +0.5% |
| 7D | +9.3% | -1.1% | +10.3% | +9.8% |
| 30D | +6.9% | -13.2% | +20.1% | +14.1% |
| 3M | +2.8% | -21.4% | +24.2% | +14.4% |
| 6M | -12.6% | -20.9% | +8.3% | -2.9% |
| YTD | -21.5% | -19.9% | -1.7% | -13.8% |
| 1Y | -18.8% | -28.7% | +9.9% | -5.8% |
| 3Y | +60.8% | +27.4% | +33.4% | +36.7% |
| 5Y | +60.0% | +41.7% | +18.3% | +21.9% |
| 10Y | +267.8% | +189.6% | +78.2% | +67.4% |
| All | +267.8% | +182.6% | +85.3% | +67.4% |
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