+82.7%
MRVL vs SGI
-10.7%
+93.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +6.8% | -13.9% | -8.4% |
| 7D | -36.5% | +12.1% | -48.6% | -38.3% |
| 30D | -41.1% | +12.1% | -53.1% | -43.0% |
| 3M | -26.9% | +0.4% | -27.3% | -26.8% |
| 6M | -2.3% | -4.0% | +1.7% | -0.6% |
| YTD | +88.4% | -21.2% | +109.6% | +96.0% |
| 1Y | +82.7% | -12.1% | +94.8% | +86.9% |
| All | +82.7% | -10.7% | +93.5% | +86.9% |
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