+8.2%
ROP vs SGI
-33.4%
+41.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +0.7% | -5.3% | +6.0% | +1.4% |
| 30D | +28.8% | -2.1% | +30.8% | +29.3% |
| 3M | +21.1% | -8.2% | +29.2% | +22.1% |
| 6M | +52.5% | -4.6% | +57.1% | +52.8% |
| YTD | +8.9% | -31.5% | +40.3% | +15.9% |
| 1Y | +8.2% | -30.8% | +39.1% | +14.7% |
| All | +8.2% | -33.4% | +41.6% | +14.7% |
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