+59.5%
SGI vs RBA
+39.5%
+20.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | +5.3% | +7.3% | -2.0% | +2.7% |
| 30D | +8.2% | +16.9% | -8.8% | +2.2% |
| 3M | -2.2% | -0.5% | -1.7% | -2.3% |
| 6M | -8.4% | -10.4% | +2.0% | -5.3% |
| YTD | -23.4% | -7.2% | -16.2% | -21.9% |
| 1Y | -14.0% | -2.2% | -11.7% | -13.8% |
| 3Y | +78.8% | +43.7% | +35.1% | +56.9% |
| All | +59.5% | +39.5% | +20.0% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling