+67.2%
SGI vs RL
+250.5%
-183.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.8% |
| 7D | -5.3% | +2.6% | -7.9% | -6.5% |
| 30D | -2.1% | +2.9% | -5.0% | -3.4% |
| 3M | -8.2% | 0.0% | -8.2% | -8.3% |
| 6M | -4.6% | +17.1% | -21.7% | -12.5% |
| YTD | -31.5% | +10.1% | -41.6% | -35.0% |
| 1Y | -30.8% | +17.3% | -48.1% | -36.2% |
| 3Y | +67.2% | +249.3% | -182.1% | -15.0% |
| All | +67.2% | +250.5% | -183.3% | -15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling