+267.8%
SGI vs RL
+304.3%
-36.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.1% |
| 7D | +9.3% | +1.9% | +7.4% | +8.2% |
| 30D | +6.9% | -12.2% | +19.1% | +13.8% |
| 3M | +2.8% | -6.6% | +9.5% | +5.8% |
| 6M | -12.6% | +3.2% | -15.8% | -14.4% |
| YTD | -21.5% | -1.3% | -20.2% | -21.6% |
| 1Y | -18.8% | +13.6% | -32.3% | -24.5% |
| 3Y | +60.8% | +210.9% | -150.0% | -12.9% |
| 5Y | +60.0% | +246.9% | -186.8% | -19.5% |
| 10Y | +267.8% | +310.1% | -42.3% | +59.4% |
| All | +267.8% | +304.3% | -36.5% | +59.4% |
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