+333.9%
SGI vs RRC
+72.2%
+261.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | -10.5% | -0.5% | -10.0% | -10.5% |
| 30D | +0.1% | +25.2% | -25.1% | -3.7% |
| 3M | -4.0% | +27.8% | -31.8% | -8.1% |
| 6M | -5.6% | +27.2% | -32.8% | -10.0% |
| YTD | -29.5% | +48.2% | -77.7% | -34.8% |
| 1Y | -31.5% | +34.7% | -66.2% | -35.7% |
| 3Y | +71.6% | +62.2% | +9.4% | +54.0% |
| 5Y | +50.5% | +130.9% | -80.4% | +23.7% |
| 10Y | +333.9% | +73.4% | +260.4% | +280.6% |
| All | +333.9% | +72.2% | +261.7% | +280.6% |
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