+54.4%
SGI vs RPRX
+77.0%
-22.6%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.3% | +4.8% | +1.5% |
| 7D | +9.3% | -2.8% | +12.1% | +10.4% |
| 30D | +6.9% | +7.2% | -0.3% | +4.1% |
| 3M | +2.8% | +10.9% | -8.0% | -1.3% |
| 6M | -12.6% | +34.6% | -47.2% | -21.9% |
| YTD | -21.5% | +59.0% | -80.5% | -34.1% |
| 1Y | -18.8% | +72.5% | -91.3% | -34.2% |
| 3Y | +60.8% | +124.1% | -63.3% | +15.0% |
| All | +54.4% | +77.0% | -22.6% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling