+575.2%
SGI vs RNG
+327.7%
+247.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +1.3% |
| 7D | +8.5% | +5.8% | +2.8% | +7.2% |
| 30D | +0.7% | +19.6% | -18.9% | -3.2% |
| 3M | +0.6% | +67.0% | -66.4% | -11.1% |
| 6M | -17.9% | +88.4% | -106.3% | -30.5% |
| YTD | -21.2% | +155.5% | -176.7% | -38.8% |
| 1Y | -18.9% | +141.7% | -160.5% | -36.5% |
| 3Y | +52.6% | +131.1% | -78.4% | +15.7% |
| 5Y | +60.7% | -70.6% | +131.3% | +74.6% |
| 10Y | +278.1% | +228.2% | +49.9% | +123.1% |
| All | +575.2% | +327.7% | +247.5% | +268.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling