+2,109.7%
ROP vs SGI
+1,852.9%
+256.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.8% |
| 7D | -2.9% | -10.5% | +7.5% | -0.9% |
| 30D | +30.1% | +0.1% | +29.9% | +29.9% |
| 3M | +19.9% | -4.0% | +23.8% | +20.6% |
| 6M | +46.0% | -5.6% | +51.6% | +46.6% |
| YTD | +8.4% | -29.5% | +37.9% | +14.4% |
| 1Y | +8.8% | -31.5% | +40.3% | +15.4% |
| 3Y | -5.6% | +71.6% | -77.2% | -17.8% |
| 5Y | +3.0% | +50.5% | -47.5% | -10.9% |
| 10Y | +184.0% | +333.9% | -149.9% | +78.5% |
| All | +2,109.7% | +1,852.9% | +256.8% | +626.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling