-18.8%
SGI vs RL
+11.4%
-30.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.2% |
| 7D | +9.3% | +1.9% | +7.4% | +8.1% |
| 30D | +6.9% | -12.2% | +19.1% | +14.7% |
| 3M | +2.8% | -6.6% | +9.5% | +5.8% |
| 6M | -12.6% | +3.2% | -15.8% | -14.6% |
| YTD | -21.5% | -1.3% | -20.2% | -21.4% |
| 1Y | -18.8% | +13.6% | -32.3% | -22.0% |
| All | -18.8% | +11.4% | -30.2% | -22.0% |
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