+2,570.8%
RMD vs SGI
+2,083.6%
+487.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | -5.0% | +8.5% | -13.5% | -6.2% |
| 30D | +2.2% | +0.7% | +1.5% | +2.0% |
| 3M | +17.8% | +0.6% | +17.2% | +17.5% |
| 6M | -11.3% | -17.9% | +6.6% | -9.1% |
| YTD | -4.4% | -21.2% | +16.8% | -1.7% |
| 1Y | -15.7% | -18.9% | +3.1% | -13.8% |
| 3Y | +47.7% | +52.6% | -4.9% | +36.6% |
| 5Y | -19.2% | +60.7% | -79.9% | -27.4% |
| 10Y | +280.4% | +278.1% | +2.3% | +182.7% |
| All | +2,570.8% | +2,083.6% | +487.3% | +1,182.1% |
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