+2,701.9%
RMD vs SGI
+1,794.5%
+907.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.4% | +0.9% |
| 7D | +0.1% | -10.7% | +10.8% | +1.8% |
| 30D | +1.9% | -3.6% | +5.5% | +2.4% |
| 3M | +6.3% | -5.4% | +11.7% | +7.0% |
| 6M | +18.2% | -7.0% | +25.3% | +19.1% |
| YTD | +0.3% | -31.6% | +31.9% | +5.2% |
| 1Y | -4.3% | -33.5% | +29.3% | +0.9% |
| 3Y | +71.3% | +66.5% | +4.8% | +56.5% |
| 5Y | -1.8% | +42.2% | -43.9% | -10.1% |
| 10Y | +344.6% | +320.9% | +23.7% | +227.5% |
| All | +2,701.9% | +1,794.5% | +907.4% | +1,272.0% |
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