-30.8%
SGI vs RBA
-6.4%
-24.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -1.5% |
| 6M | -18.0% | -11.1% | -6.9% | -14.0% |
| YTD | -27.6% | -8.5% | -19.1% | -27.9% |
| All | -30.8% | -6.4% | -24.3% | -32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling