+558.9%
RMBS vs SGI
+270.1%
+288.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.6% |
| 7D | +1.8% | -4.5% | +6.2% | +3.3% |
| 30D | -13.9% | +4.2% | -18.1% | -15.3% |
| 3M | -39.8% | -7.4% | -32.4% | -38.6% |
| 6M | -6.0% | -15.1% | +9.0% | -1.2% |
| YTD | -5.4% | -24.7% | +19.3% | +3.3% |
| 1Y | -1.8% | -21.8% | +19.9% | +5.6% |
| 3Y | +53.7% | +50.0% | +3.6% | +35.7% |
| 5Y | +268.5% | +48.9% | +219.6% | +213.4% |
| All | +558.9% | +270.1% | +288.8% | +294.5% |
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