+1,872.3%
SGI vs RVTY
+869.4%
+1,002.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | +8.5% | +1.1% | +7.4% | +8.0% |
| 30D | +0.7% | +13.2% | -12.5% | -6.0% |
| 3M | +0.6% | +27.2% | -26.6% | -12.3% |
| 6M | -17.9% | +32.4% | -50.3% | -30.3% |
| YTD | -21.2% | +34.9% | -56.0% | -34.1% |
| 1Y | -18.9% | +52.4% | -71.2% | -37.2% |
| 3Y | +52.6% | +12.3% | +40.4% | +32.1% |
| 5Y | +60.7% | -30.8% | +91.5% | +79.0% |
| 10Y | +278.1% | +150.7% | +127.4% | +102.6% |
| All | +1,872.3% | +869.4% | +1,002.8% | +477.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling