+275.2%
SGI vs RVTY
+134.6%
+140.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -0.5% |
| 7D | +0.6% | -5.4% | +6.0% | +3.7% |
| 30D | +5.5% | +6.7% | -1.2% | +1.6% |
| 3M | -3.6% | +19.0% | -22.6% | -13.1% |
| 6M | -15.0% | +34.6% | -49.7% | -28.8% |
| YTD | -23.0% | +28.3% | -51.3% | -34.3% |
| 1Y | -18.4% | +46.0% | -64.5% | -36.0% |
| 3Y | +57.8% | +16.9% | +40.9% | +31.8% |
| 5Y | +51.5% | -32.9% | +84.4% | +77.1% |
| 10Y | +275.2% | +141.6% | +133.5% | +69.8% |
| All | +275.2% | +134.6% | +140.6% | +69.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling