+605.1%
RVMD vs SGI
+185.2%
+419.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | -3.0% | -4.5% | +1.5% | -1.5% |
| 30D | -0.7% | +4.2% | -4.9% | -2.4% |
| 3M | +36.5% | -7.4% | +44.0% | +39.0% |
| 6M | +104.6% | -15.1% | +119.7% | +113.1% |
| YTD | +155.8% | -24.7% | +180.5% | +175.1% |
| 1Y | +340.7% | -21.8% | +362.4% | +365.2% |
| 3Y | +519.9% | +50.0% | +469.9% | +413.0% |
| 5Y | +584.9% | +48.9% | +536.0% | +441.5% |
| All | +605.1% | +185.2% | +419.9% | +317.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling