+1,663.9%
SGI vs RVTY
+1,078.6%
+585.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.2% |
| 7D | -10.5% | -0.7% | -9.7% | -10.2% |
| 30D | +0.1% | +1.7% | -1.6% | -1.5% |
| 3M | -4.0% | +36.8% | -40.8% | -20.3% |
| 6M | -5.6% | +60.1% | -65.7% | -28.6% |
| YTD | -29.5% | +64.0% | -93.5% | -47.8% |
| 1Y | -31.5% | +68.2% | -99.7% | -50.2% |
| 3Y | +71.6% | +88.8% | -17.2% | +11.1% |
| 5Y | +50.5% | -10.5% | +61.1% | +43.8% |
| 10Y | +333.9% | +219.7% | +114.2% | +100.7% |
| All | +1,663.9% | +1,078.6% | +585.3% | +357.3% |
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