-18.9%
SGI vs RNG
+144.7%
-163.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +0.9% |
| 7D | +8.5% | +5.8% | +2.8% | +8.0% |
| 30D | +0.7% | +19.6% | -18.9% | -1.0% |
| 3M | +0.6% | +67.0% | -66.4% | -4.1% |
| 6M | -17.9% | +88.4% | -106.3% | -23.4% |
| YTD | -21.2% | +155.5% | -176.7% | -29.2% |
| 1Y | -18.9% | +141.7% | -160.5% | -27.9% |
| All | -18.9% | +144.7% | -163.6% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling