+1,847.4%
MRVL vs SGI
+266.5%
+1,580.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.1% | -0.3% | -2.2% |
| 7D | +8.7% | -4.9% | +13.6% | +10.8% |
| 30D | +6.9% | +1.6% | +5.3% | +5.9% |
| 3M | -10.1% | -3.2% | -7.0% | -9.5% |
| 6M | +143.4% | -16.0% | +159.5% | +157.7% |
| YTD | +167.5% | -25.4% | +192.9% | +193.9% |
| 1Y | +239.0% | -21.6% | +260.5% | +263.5% |
| 3Y | +311.0% | +52.9% | +258.1% | +244.3% |
| 5Y | +278.0% | +47.5% | +230.5% | +208.8% |
| All | +1,847.4% | +266.5% | +1,580.9% | +996.9% |
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 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