+273.7%
RMD vs SGI
+266.5%
+7.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +0.3% |
| 7D | -4.2% | -4.9% | +0.7% | -3.4% |
| 30D | -2.1% | +1.6% | -3.7% | -2.4% |
| 3M | +13.8% | -3.2% | +16.9% | +14.1% |
| 6M | -10.6% | -16.0% | +5.4% | -8.5% |
| YTD | -8.1% | -25.4% | +17.3% | -4.4% |
| 1Y | -18.0% | -21.6% | +3.6% | -15.5% |
| 3Y | +52.9% | +52.9% | 0.0% | +40.7% |
| 5Y | -22.3% | +47.5% | -69.8% | -30.1% |
| All | +273.7% | +266.5% | +7.2% | +194.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling