+2,689.9%
RMD vs SGI
+1,852.9%
+837.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.3% | +2.0% |
| 7D | -0.8% | -10.5% | +9.7% | +0.8% |
| 30D | +1.7% | +0.1% | +1.5% | +1.6% |
| 3M | +6.4% | -4.0% | +10.4% | +6.9% |
| 6M | +20.7% | -5.6% | +26.3% | +21.3% |
| YTD | -0.2% | -29.5% | +29.3% | +4.3% |
| 1Y | -4.5% | -31.5% | +27.0% | +0.2% |
| 3Y | +70.5% | +71.6% | -1.1% | +55.2% |
| 5Y | -1.6% | +50.5% | -52.1% | -10.7% |
| 10Y | +342.7% | +333.9% | +8.8% | +224.6% |
| All | +2,689.9% | +1,852.9% | +837.0% | +1,260.1% |
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