-30.8%
SGI vs RUN
-55.1%
+24.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | -5.3% | -13.5% | +8.2% | -3.1% |
| 30D | -2.1% | +18.3% | -20.4% | -5.1% |
| 3M | -8.2% | -12.5% | +4.3% | -7.2% |
| 6M | -4.6% | -40.3% | +35.8% | +0.5% |
| YTD | -31.5% | -53.1% | +21.6% | -27.9% |
| 1Y | -30.8% | -54.3% | +23.4% | -27.2% |
| All | -30.8% | -55.1% | +24.3% | -27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling