+518.6%
RVMD vs SGI
+50.3%
+468.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.1% |
| 7D | -3.6% | -4.9% | +1.3% | -2.0% |
| 30D | -1.1% | +1.6% | -2.7% | -1.9% |
| 3M | +41.0% | -3.2% | +44.2% | +41.4% |
| 6M | +105.7% | -16.0% | +121.7% | +115.7% |
| YTD | +155.3% | -25.4% | +180.7% | +175.6% |
| 1Y | +402.7% | -21.6% | +424.3% | +428.6% |
| All | +518.6% | +50.3% | +468.4% | +351.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling