+1,815.8%
SGI vs RL
+1,720.4%
+95.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.3% | +4.6% | +1.3% |
| 7D | +5.3% | -4.7% | +10.0% | +8.1% |
| 30D | +8.2% | +3.6% | +4.6% | +6.1% |
| 3M | -2.2% | +0.5% | -2.8% | -3.1% |
| 6M | -8.4% | +6.6% | -15.0% | -12.5% |
| YTD | -23.4% | +8.8% | -32.3% | -27.7% |
| 1Y | -14.0% | +21.8% | -35.7% | -23.8% |
| 3Y | +78.8% | +245.8% | -167.0% | -15.6% |
| 5Y | +58.6% | +230.0% | -171.4% | -24.5% |
| 10Y | +427.8% | +369.4% | +58.4% | +77.3% |
| All | +1,815.8% | +1,720.4% | +95.4% | +277.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling