+1,872.3%
SGI vs RRC
+640.1%
+1,232.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | +8.5% | +1.3% | +7.2% | +8.2% |
| 30D | +0.7% | +10.1% | -9.4% | -1.6% |
| 3M | +0.6% | +4.0% | -3.4% | -0.8% |
| 6M | -17.9% | +1.6% | -19.5% | -19.2% |
| YTD | -21.2% | +19.7% | -40.9% | -25.5% |
| 1Y | -18.9% | +21.4% | -40.3% | -24.1% |
| 3Y | +52.6% | +29.7% | +23.0% | +37.7% |
| 5Y | +60.7% | +153.9% | -93.2% | +16.1% |
| 10Y | +278.1% | +10.8% | +267.3% | +182.4% |
| All | +1,872.3% | +640.1% | +1,232.1% | +986.5% |
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 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