+10.7%
RMBS vs SGI
-20.9%
+31.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -0.9% |
| 7D | +1.2% | -4.9% | +6.1% | +4.0% |
| 30D | -11.5% | +1.6% | -13.1% | -12.7% |
| 3M | -38.2% | -3.2% | -35.0% | -37.9% |
| 6M | -4.8% | -16.0% | +11.3% | +3.3% |
| YTD | -7.1% | -25.4% | +18.3% | +7.4% |
| 1Y | +10.7% | -21.6% | +32.3% | +35.2% |
| All | +10.7% | -20.9% | +31.6% | +35.2% |
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 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