-22.2%
RMD vs SGI
+61.8%
-84.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | -4.5% | +9.3% | -13.7% | -6.6% |
| 30D | +4.6% | +6.9% | -2.3% | +2.8% |
| 3M | +14.8% | +2.8% | +11.9% | +13.6% |
| 6M | -12.1% | -12.6% | +0.5% | -9.9% |
| YTD | -7.5% | -21.5% | +14.1% | -3.0% |
| 1Y | -20.1% | -18.8% | -1.3% | -17.2% |
| 3Y | +53.9% | +60.8% | -7.0% | +31.8% |
| 5Y | -22.2% | +60.0% | -82.2% | -35.9% |
| All | -22.2% | +61.8% | -84.0% | -35.9% |
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