+270.6%
SGI vs RPRX
+82.4%
+188.2%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -10.5% | +3.6% | -14.1% | -11.4% |
| 30D | +0.1% | +21.2% | -21.0% | -5.5% |
| 3M | -4.0% | +21.6% | -25.6% | -9.6% |
| 6M | -5.6% | +36.7% | -42.3% | -14.4% |
| YTD | -29.5% | +83.7% | -113.2% | -41.4% |
| 1Y | -31.5% | +83.2% | -114.7% | -43.0% |
| 3Y | +71.6% | +177.7% | -106.1% | +23.5% |
| 5Y | +50.5% | +95.8% | -45.3% | +21.4% |
| All | +270.6% | +82.4% | +188.2% | +195.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling