+41.4%
SGI vs RBA
+45.7%
-4.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | -5.3% | +1.7% | -7.1% | -5.9% |
| 30D | -2.1% | +8.3% | -10.4% | -4.9% |
| 3M | -8.2% | +10.5% | -18.7% | -11.6% |
| 6M | -4.6% | -5.9% | +1.3% | -3.1% |
| YTD | -31.5% | -6.9% | -24.6% | -30.2% |
| 1Y | -30.8% | -4.9% | -26.0% | -30.0% |
| 3Y | +67.2% | +64.5% | +2.8% | +41.2% |
| All | +41.4% | +45.7% | -4.4% | +26.6% |
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