+41.4%
SGI vs RL
+239.2%
-197.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.9% |
| 7D | -5.3% | +2.6% | -7.9% | -6.7% |
| 30D | -2.1% | +2.9% | -5.0% | -3.7% |
| 3M | -8.2% | 0.0% | -8.2% | -8.4% |
| 6M | -4.6% | +17.1% | -21.7% | -14.1% |
| YTD | -31.5% | +10.1% | -41.6% | -35.9% |
| 1Y | -30.8% | +17.3% | -48.1% | -37.7% |
| 3Y | +67.2% | +249.3% | -182.1% | -28.6% |
| All | +41.4% | +239.2% | -197.8% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling