+1,173.1%
MRVL vs SGI
+319.5%
+853.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.2% | -4.9% | -4.8% |
| 7D | +11.0% | -5.3% | +16.3% | +13.4% |
| 30D | -36.1% | -2.1% | -34.0% | -36.4% |
| 3M | -29.4% | -8.2% | -21.3% | -28.4% |
| 6M | -11.9% | -4.6% | -7.3% | -12.2% |
| YTD | +84.8% | -31.5% | +116.2% | +107.4% |
| 1Y | +79.4% | -30.8% | +110.2% | +100.7% |
| 3Y | +195.7% | +67.2% | +128.5% | +135.8% |
| 5Y | +117.2% | +42.5% | +74.7% | +76.8% |
| All | +1,173.1% | +319.5% | +853.6% | +603.2% |
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