+262.8%
SGI vs RUN
+42.2%
+220.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | -4.5% | -3.7% | -0.7% | -3.8% |
| 30D | +4.2% | -13.0% | +17.2% | +6.8% |
| 3M | -7.4% | -31.8% | +24.3% | -1.2% |
| 6M | -15.1% | -32.2% | +17.2% | -10.1% |
| YTD | -24.7% | -53.5% | +28.8% | -16.6% |
| 1Y | -21.8% | -46.5% | +24.8% | -17.2% |
| 3Y | +50.0% | -37.6% | +87.7% | +20.2% |
| 5Y | +48.9% | -80.9% | +129.8% | +42.1% |
| All | +262.8% | +42.2% | +220.6% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling