-12.1%
SGI vs RVTY
+74.0%
-86.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.5% | +9.3% | +7.6% |
| 7D | +12.1% | -3.6% | +15.6% | +13.2% |
| 30D | +12.1% | +1.4% | +10.7% | +11.2% |
| 3M | +0.4% | +43.2% | -42.8% | -13.3% |
| 6M | -4.0% | +84.5% | -88.5% | -26.4% |
| YTD | -21.2% | +65.2% | -86.4% | -36.9% |
| 1Y | -12.1% | +74.3% | -86.4% | -27.6% |
| All | -12.1% | +74.0% | -86.1% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling