+249.5%
MRVL vs SGI
-17.2%
+266.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.5% | +6.5% | +6.9% |
| 7D | +3.2% | +8.5% | -5.3% | +0.4% |
| 30D | +5.9% | +0.7% | +5.3% | +5.6% |
| 3M | -29.3% | +0.6% | -29.9% | -29.4% |
| 6M | +186.5% | -17.9% | +204.4% | +193.5% |
| YTD | +163.4% | -21.2% | +184.6% | +172.3% |
| 1Y | +249.5% | -18.9% | +268.4% | +258.5% |
| All | +249.5% | -17.2% | +266.7% | +258.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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