+86.1%
SGI vs RL
+244.8%
-158.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.3% | +4.6% | +0.8% |
| 7D | +5.3% | -4.7% | +10.0% | +7.8% |
| 30D | +8.2% | +3.6% | +4.6% | +6.4% |
| 3M | -2.2% | +0.5% | -2.8% | -2.9% |
| 6M | -8.4% | +6.6% | -15.0% | -11.8% |
| YTD | -23.4% | +8.8% | -32.3% | -26.9% |
| 1Y | -14.0% | +21.8% | -35.7% | -21.8% |
| All | +86.1% | +244.8% | -158.6% | -1.1% |
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