+1,711.4%
SGI vs RBA
+1,568.8%
+142.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.3% | -4.1% | -4.9% |
| 7D | +1.0% | +4.3% | -3.3% | -0.7% |
| 30D | +3.9% | +16.3% | -12.4% | -2.6% |
| 3M | -0.8% | +1.3% | -2.1% | -1.7% |
| 6M | -18.0% | -11.1% | -6.9% | -14.4% |
| YTD | -27.6% | -8.5% | -19.1% | -25.6% |
| 1Y | -27.2% | -2.1% | -25.1% | -27.3% |
| 3Y | +76.0% | +44.6% | +31.4% | +45.3% |
| 5Y | +50.0% | +36.8% | +13.1% | +22.5% |
| 10Y | +399.1% | +227.3% | +171.8% | +172.6% |
| All | +1,711.4% | +1,568.8% | +142.5% | +442.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling