+369.0%
SGI vs RL
+370.2%
-1.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.4% | -4.1% | -4.8% |
| 7D | +1.0% | -4.2% | +5.1% | +3.1% |
| 30D | +3.9% | +4.3% | -0.4% | +1.8% |
| 3M | -0.8% | -4.6% | +3.8% | +1.2% |
| 6M | -18.0% | +1.7% | -19.7% | -19.4% |
| YTD | -27.6% | +7.3% | -35.0% | -30.7% |
| 1Y | -27.2% | +20.8% | -48.0% | -34.3% |
| 3Y | +76.0% | +247.0% | -171.0% | -9.9% |
| 5Y | +50.0% | +225.5% | -175.5% | -22.4% |
| All | +369.0% | +370.2% | -1.3% | +99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling