+1,863.5%
SGI vs RRX
+997.3%
+866.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.8% |
| 7D | +9.3% | +4.3% | +5.0% | +6.7% |
| 30D | +6.9% | -8.0% | +14.9% | +12.0% |
| 3M | +2.8% | -22.0% | +24.9% | +15.6% |
| 6M | -12.6% | -11.9% | -0.7% | -9.8% |
| YTD | -21.5% | +17.1% | -38.6% | -32.8% |
| 1Y | -18.8% | +14.9% | -33.6% | -30.7% |
| 3Y | +60.8% | +6.9% | +54.0% | +32.0% |
| 5Y | +60.0% | +19.6% | +40.5% | +19.7% |
| 10Y | +267.8% | +215.9% | +51.9% | +48.2% |
| All | +1,863.5% | +997.3% | +866.2% | +404.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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