-24.2%
ROP vs SGI
-20.0%
-4.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.2% |
| 7D | -6.1% | +0.6% | -6.7% | -6.2% |
| 30D | -3.4% | +5.5% | -8.9% | -3.8% |
| 3M | +16.7% | -3.6% | +20.3% | +16.7% |
| 6M | +8.1% | -15.0% | +23.1% | +9.8% |
| YTD | -11.7% | -23.0% | +11.3% | -8.2% |
| 1Y | -24.2% | -18.4% | -5.8% | -20.9% |
| All | -24.2% | -20.0% | -4.2% | -20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling