+53.3%
SGI vs RNG
+122.1%
-68.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | +0.6% | -4.1% | +4.7% | +1.3% |
| 30D | +5.5% | +8.6% | -3.1% | +4.0% |
| 3M | -3.6% | +78.0% | -81.6% | -13.4% |
| 6M | -15.0% | +67.0% | -82.1% | -23.8% |
| YTD | -23.0% | +142.4% | -165.5% | -37.1% |
| 1Y | -18.4% | +120.4% | -138.9% | -32.2% |
| All | +53.3% | +122.1% | -68.7% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling