+1,672.1%
SGI vs RVTY
+1,084.9%
+587.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.0% | -4.3% | -4.7% |
| 7D | -3.9% | -2.7% | -1.3% | -2.8% |
| 30D | +0.9% | +3.2% | -2.3% | -1.5% |
| 3M | -2.9% | +37.2% | -40.1% | -19.5% |
| 6M | -9.0% | +57.7% | -66.6% | -30.5% |
| YTD | -29.2% | +64.8% | -94.0% | -47.7% |
| 1Y | -32.3% | +72.8% | -105.1% | -51.4% |
| 3Y | +72.4% | +89.8% | -17.4% | +11.3% |
| 5Y | +50.6% | -8.4% | +59.1% | +42.1% |
| 10Y | +335.2% | +219.5% | +115.8% | +101.5% |
| All | +1,672.1% | +1,084.9% | +587.2% | +358.1% |
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