+312.5%
SGI vs RPRX
+57.8%
+254.6%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.3% | +4.8% | +1.1% |
| 7D | +9.3% | -2.8% | +12.1% | +10.2% |
| 30D | +6.9% | +7.2% | -0.3% | +4.6% |
| 3M | +2.8% | +10.9% | -8.0% | -0.5% |
| 6M | -12.6% | +34.6% | -47.2% | -20.2% |
| YTD | -21.5% | +59.0% | -80.5% | -31.8% |
| 1Y | -18.8% | +72.5% | -91.3% | -31.4% |
| 3Y | +60.8% | +124.1% | -63.3% | +23.6% |
| 5Y | +60.0% | +75.9% | -15.9% | +33.8% |
| All | +312.5% | +57.8% | +254.6% | +244.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded RPRX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling