+236.6%
SGI vs RUN
-33.9%
+270.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | -5.3% | -13.5% | +8.2% | -3.0% |
| 30D | -2.1% | +18.3% | -20.4% | -5.2% |
| 3M | -8.2% | -12.5% | +4.3% | -6.6% |
| 6M | -4.6% | -40.3% | +35.8% | +2.9% |
| YTD | -31.5% | -53.1% | +21.6% | -25.2% |
| 1Y | -30.8% | -54.3% | +23.4% | -24.5% |
| 3Y | +67.2% | -6.5% | +73.7% | +27.9% |
| 5Y | +42.5% | -85.3% | +127.8% | +45.1% |
| 10Y | +321.9% | +68.9% | +253.0% | +154.3% |
| All | +236.6% | -33.9% | +270.5% | +109.5% |
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