+13.3%
RMBS vs SGI
-17.2%
+30.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | -0.3% | +8.5% | -8.9% | -4.8% |
| 30D | -12.2% | +0.7% | -12.8% | -12.8% |
| 3M | -49.5% | +0.6% | -50.1% | -50.1% |
| 6M | -7.1% | -17.9% | +10.8% | +1.6% |
| YTD | -7.0% | -21.2% | +14.2% | +4.3% |
| 1Y | +13.3% | -18.9% | +32.2% | +38.9% |
| All | +13.3% | -17.2% | +30.5% | +38.9% |
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