-12.1%
SGI vs RL
+34.3%
-46.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.5% | +2.3% | +4.2% |
| 7D | +12.1% | +5.8% | +6.3% | +8.5% |
| 30D | +12.1% | +12.7% | -0.7% | +4.6% |
| 3M | +0.4% | +9.3% | -8.9% | -5.2% |
| 6M | -4.0% | +16.9% | -20.9% | -13.0% |
| YTD | -21.2% | +17.5% | -38.7% | -28.7% |
| 1Y | -12.1% | +34.6% | -46.7% | -24.2% |
| All | -12.1% | +34.3% | -46.4% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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