+626.7%
RVMD vs SGI
+198.4%
+428.3%
-73.3%
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% | -0.6% |
| 7D | +1.0% | +8.5% | -7.5% | -1.8% |
| 30D | +6.4% | +0.7% | +5.8% | +5.7% |
| 3M | +34.9% | +0.6% | +34.3% | +33.6% |
| 6M | +107.6% | -17.9% | +125.5% | +118.7% |
| YTD | +163.7% | -21.2% | +184.9% | +179.3% |
| 1Y | +439.2% | -18.9% | +458.1% | +462.7% |
| 3Y | +499.2% | +52.6% | +446.6% | +393.2% |
| 5Y | +621.7% | +60.7% | +561.0% | +457.2% |
| All | +626.7% | +198.4% | +428.3% | +323.9% |
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