+53.3%
SGI vs RPRX
+123.5%
-70.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +0.6% | -4.0% | +4.6% | +1.7% |
| 30D | +5.5% | +4.9% | +0.6% | +4.1% |
| 3M | -3.6% | +9.4% | -13.0% | -6.1% |
| 6M | -15.0% | +33.3% | -48.3% | -21.5% |
| YTD | -23.0% | +59.0% | -82.0% | -31.9% |
| 1Y | -18.4% | +69.2% | -87.6% | -29.2% |
| All | +53.3% | +123.5% | -70.1% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling