+270.9%
RMBS vs SGI
+56.1%
+214.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.8% |
| 7D | +3.5% | +0.6% | +2.9% | +3.1% |
| 30D | -8.6% | +5.5% | -14.1% | -11.4% |
| 3M | -40.3% | -3.6% | -36.7% | -39.8% |
| 6M | -1.0% | -15.0% | +14.0% | +6.2% |
| YTD | -4.6% | -23.0% | +18.4% | +7.1% |
| 1Y | +17.6% | -18.4% | +36.0% | +28.0% |
| 3Y | +58.6% | +57.8% | +0.9% | +26.8% |
| 5Y | +270.9% | +51.5% | +219.5% | +177.7% |
| All | +270.9% | +56.1% | +214.8% | +177.7% |
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