+50.5%
SGI vs RUN
-83.2%
+133.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.6% | -1.1% |
| 7D | -10.5% | +3.2% | -13.7% | -11.1% |
| 30D | +0.1% | +19.5% | -19.4% | -2.8% |
| 3M | -4.0% | -9.6% | +5.6% | -3.1% |
| 6M | -5.6% | -37.3% | +31.7% | -0.2% |
| YTD | -29.5% | -50.7% | +21.2% | -24.6% |
| 1Y | -31.5% | -54.1% | +22.6% | -26.3% |
| 3Y | +71.6% | -3.9% | +75.5% | +31.4% |
| 5Y | +50.5% | -84.4% | +134.9% | +46.0% |
| All | +50.5% | -83.2% | +133.8% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling