+262.8%
SGI vs RNG
+222.9%
+39.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -4.5% | -6.1% | +1.6% | -3.2% |
| 30D | +4.2% | +9.6% | -5.4% | +2.0% |
| 3M | -7.4% | +83.3% | -90.8% | -19.9% |
| 6M | -15.1% | +77.9% | -93.0% | -27.2% |
| YTD | -24.7% | +139.9% | -164.6% | -40.9% |
| 1Y | -21.8% | +121.7% | -143.4% | -37.8% |
| 3Y | +50.0% | +121.9% | -71.8% | +14.2% |
| 5Y | +48.9% | -68.4% | +117.3% | +59.6% |
| All | +262.8% | +222.9% | +39.9% | +102.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling