+1,872.3%
SGI vs RL
+1,569.8%
+302.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -0.6% |
| 7D | +8.5% | -0.8% | +9.3% | +8.9% |
| 30D | +0.7% | -7.8% | +8.4% | +4.8% |
| 3M | +0.6% | -4.0% | +4.6% | +2.2% |
| 6M | -17.9% | -1.9% | -16.1% | -17.7% |
| YTD | -21.2% | -0.2% | -21.0% | -21.8% |
| 1Y | -18.9% | +10.7% | -29.5% | -24.4% |
| 3Y | +52.6% | +210.8% | -158.1% | -23.4% |
| 5Y | +60.7% | +238.2% | -177.5% | -25.0% |
| 10Y | +278.1% | +313.4% | -35.3% | +36.4% |
| All | +1,872.3% | +1,569.8% | +302.5% | +307.9% |
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 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