+290.9%
MRVL vs SGI
+56.1%
+234.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +5.4% |
| 7D | +13.8% | +0.6% | +13.2% | +13.3% |
| 30D | +12.7% | +5.5% | +7.1% | +8.4% |
| 3M | -11.9% | -3.6% | -8.3% | -10.9% |
| 6M | +153.8% | -15.0% | +168.9% | +174.1% |
| YTD | +177.0% | -23.0% | +200.0% | +213.1% |
| 1Y | +252.3% | -18.4% | +270.8% | +279.5% |
| 3Y | +325.5% | +57.8% | +267.8% | +195.6% |
| 5Y | +290.9% | +51.5% | +239.4% | +144.2% |
| All | +290.9% | +56.1% | +234.8% | +144.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling