+314.3%
SGI vs RPRX
+66.6%
+247.7%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +8.5% | +5.1% | +3.4% | +7.0% |
| 30D | +0.7% | +11.2% | -10.5% | -2.5% |
| 3M | +0.6% | +16.7% | -16.1% | -4.1% |
| 6M | -17.9% | +36.0% | -53.9% | -25.3% |
| YTD | -21.2% | +67.8% | -89.0% | -32.6% |
| 1Y | -18.9% | +76.7% | -95.6% | -31.9% |
| 3Y | +52.6% | +128.1% | -75.5% | +16.8% |
| 5Y | +60.7% | +82.9% | -22.2% | +32.7% |
| All | +314.3% | +66.6% | +247.7% | +240.1% |
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