+1,270.9%
MRVL vs SGI
+331.5%
+939.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.5% | +9.8% | +9.5% |
| 7D | +5.6% | -10.5% | +16.1% | +10.2% |
| 30D | -36.5% | +0.1% | -36.7% | -37.3% |
| 3M | -20.5% | -4.0% | -16.5% | -20.7% |
| 6M | -1.1% | -5.6% | +4.5% | -1.1% |
| YTD | +99.0% | -29.5% | +128.5% | +121.0% |
| 1Y | +89.3% | -31.5% | +120.8% | +112.7% |
| 3Y | +211.6% | +71.6% | +140.0% | +146.0% |
| 5Y | +134.0% | +50.5% | +83.5% | +87.1% |
| All | +1,270.9% | +331.5% | +939.5% | +649.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling