+223.9%
RMBS vs SGI
+2,073.9%
-1,850.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +3.0% | +9.3% | -6.3% | +0.2% |
| 30D | -14.4% | +6.9% | -21.3% | -16.3% |
| 3M | -42.8% | +2.8% | -45.7% | -43.6% |
| 6M | -1.4% | -12.6% | +11.2% | +2.2% |
| YTD | -5.4% | -21.5% | +16.1% | +1.1% |
| 1Y | +18.6% | -18.8% | +37.3% | +25.3% |
| 3Y | +57.3% | +60.8% | -3.6% | +37.3% |
| 5Y | +265.7% | +60.0% | +205.7% | +210.2% |
| 10Y | +546.0% | +267.8% | +278.2% | +283.9% |
| All | +223.9% | +2,073.9% | -1,850.0% | -20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling