+60.8%
SGI vs RRC
+32.7%
+28.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.4% |
| 7D | +9.3% | -1.2% | +10.5% | +9.4% |
| 30D | +6.9% | +9.4% | -2.5% | +5.9% |
| 3M | +2.8% | +7.4% | -4.5% | +1.9% |
| 6M | -12.6% | +1.5% | -14.1% | -13.3% |
| YTD | -21.5% | +19.4% | -40.9% | -24.8% |
| 1Y | -18.8% | +24.2% | -43.0% | -23.5% |
| 3Y | +60.8% | +32.8% | +28.0% | +46.5% |
| All | +60.8% | +32.7% | +28.1% | +46.5% |
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