+287.0%
SGI vs RUN
-31.9%
+319.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | +8.5% | +1.3% | +7.3% | +8.3% |
| 30D | +0.7% | -15.3% | +15.9% | +3.4% |
| 3M | +0.6% | -40.0% | +40.6% | +9.0% |
| 6M | -17.9% | -27.0% | +9.0% | -14.7% |
| YTD | -21.2% | -51.7% | +30.5% | -14.0% |
| 1Y | -18.9% | -45.9% | +27.0% | -14.8% |
| 3Y | +52.6% | -43.8% | +96.4% | +29.6% |
| 5Y | +60.7% | -80.5% | +141.2% | +54.1% |
| 10Y | +278.1% | +45.3% | +232.8% | +129.1% |
| All | +287.0% | -31.9% | +319.0% | +141.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling