+50.6%
SGI vs RRC
+124.4%
-73.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.8% | -10.1% | -6.0% |
| 7D | -3.9% | -5.2% | +1.3% | -3.2% |
| 30D | +0.9% | +25.2% | -24.3% | -3.2% |
| 3M | -2.9% | +27.4% | -30.3% | -7.3% |
| 6M | -9.0% | +27.0% | -35.9% | -13.4% |
| YTD | -29.2% | +46.3% | -75.5% | -35.1% |
| 1Y | -32.3% | +37.1% | -69.4% | -37.2% |
| 3Y | +72.4% | +60.2% | +12.2% | +51.3% |
| 5Y | +50.6% | +136.6% | -86.0% | +12.8% |
| All | +50.6% | +124.4% | -73.8% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling