+275.2%
SGI vs RRC
+4.5%
+270.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -1.9% |
| 7D | +0.6% | -1.7% | +2.3% | +0.9% |
| 30D | +5.5% | +3.6% | +1.9% | +4.9% |
| 3M | -3.6% | +8.8% | -12.4% | -5.2% |
| 6M | -15.0% | +0.8% | -15.8% | -15.8% |
| YTD | -23.0% | +19.0% | -42.0% | -25.9% |
| 1Y | -18.4% | +22.9% | -41.3% | -22.2% |
| 3Y | +57.8% | +32.3% | +25.4% | +46.9% |
| 5Y | +51.5% | +151.6% | -100.1% | +23.7% |
| 10Y | +275.2% | +5.5% | +269.7% | +177.4% |
| All | +275.2% | +4.5% | +270.6% | +177.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling