+369.0%
SGI vs RBA
+228.6%
+140.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.3% | -4.1% | -4.8% |
| 7D | +1.0% | +4.3% | -3.3% | -0.9% |
| 30D | +3.9% | +16.3% | -12.4% | -3.4% |
| 3M | -0.8% | +1.3% | -2.1% | -1.9% |
| 6M | -18.0% | -11.1% | -6.9% | -14.0% |
| YTD | -27.6% | -8.5% | -19.1% | -25.5% |
| 1Y | -27.2% | -2.1% | -25.1% | -27.5% |
| 3Y | +76.0% | +44.6% | +31.4% | +40.9% |
| 5Y | +50.0% | +36.8% | +13.1% | +19.2% |
| All | +369.0% | +228.6% | +140.3% | +108.7% |
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