+72.4%
SGI vs RRC
+57.4%
+15.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.8% | -10.1% | -5.5% |
| 7D | -3.9% | -5.2% | +1.3% | -3.6% |
| 30D | +0.9% | +25.2% | -24.3% | -1.1% |
| 3M | -2.9% | +27.4% | -30.3% | -5.1% |
| 6M | -9.0% | +27.0% | -35.9% | -11.1% |
| YTD | -29.2% | +46.3% | -75.5% | -33.5% |
| 1Y | -32.3% | +37.1% | -69.4% | -35.6% |
| 3Y | +72.4% | +60.2% | +12.2% | +52.5% |
| All | +72.4% | +57.4% | +15.0% | +52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling