+1,770.6%
SGI vs RRC
+762.9%
+1,007.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.0% | +3.2% |
| 7D | -0.2% | -10.3% | +10.1% | +2.2% |
| 30D | +6.6% | +19.5% | -12.9% | +1.6% |
| 3M | +1.8% | +27.9% | -26.1% | -4.7% |
| 6M | -3.9% | +21.2% | -25.1% | -9.5% |
| YTD | -25.2% | +39.6% | -64.8% | -32.4% |
| 1Y | -26.7% | +31.3% | -58.0% | -33.0% |
| 3Y | +86.8% | +51.9% | +34.8% | +61.6% |
| 5Y | +56.6% | +110.2% | -53.5% | +18.6% |
| 10Y | +384.3% | +56.7% | +327.7% | +228.5% |
| All | +1,770.6% | +762.9% | +1,007.7% | +886.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling