+129.7%
ROP vs SGI
+266.5%
-136.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.7% | +0.1% |
| 7D | -8.0% | -4.9% | -3.1% | -7.2% |
| 30D | -2.7% | +1.6% | -4.3% | -3.1% |
| 3M | +16.6% | -3.2% | +19.8% | +16.8% |
| 6M | +10.4% | -16.0% | +26.4% | +12.7% |
| YTD | -12.1% | -25.4% | +13.3% | -8.4% |
| 1Y | -23.6% | -21.6% | -2.0% | -21.3% |
| 3Y | -19.3% | +52.9% | -72.2% | -27.5% |
| 5Y | -15.4% | +47.5% | -62.9% | -25.8% |
| All | +129.7% | +266.5% | -136.7% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SGI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling