+51.5%
SGI vs RUN
-80.3%
+131.7%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.6% | -1.3% |
| 7D | +0.6% | -1.8% | +2.4% | +0.8% |
| 30D | +5.5% | -10.8% | +16.4% | +7.2% |
| 3M | -3.6% | -30.2% | +26.6% | +1.0% |
| 6M | -15.0% | -22.3% | +7.3% | -12.9% |
| YTD | -23.0% | -52.2% | +29.1% | -17.1% |
| 1Y | -18.4% | -45.1% | +26.7% | -15.1% |
| 3Y | +57.8% | -37.1% | +94.9% | +33.0% |
| 5Y | +51.5% | -80.3% | +131.7% | +38.1% |
| All | +51.5% | -80.3% | +131.7% | +38.1% |
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