+583.5%
RVMD vs SGI
+45.9%
+537.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -0.9% |
| 7D | -3.6% | -4.9% | +1.3% | -1.7% |
| 30D | -1.1% | +1.6% | -2.7% | -2.1% |
| 3M | +41.0% | -3.2% | +44.2% | +41.4% |
| 6M | +105.7% | -16.0% | +121.7% | +116.6% |
| YTD | +155.3% | -25.4% | +180.7% | +178.7% |
| 1Y | +402.7% | -21.6% | +424.3% | +433.8% |
| 3Y | +533.1% | +52.9% | +480.2% | +387.4% |
| 5Y | +583.5% | +47.5% | +536.0% | +404.4% |
| All | +583.5% | +45.9% | +537.6% | +404.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling