+1,779.2%
ROP vs SGI
+2,083.6%
-304.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.7% |
| 7D | -4.4% | +8.5% | -13.0% | -6.0% |
| 30D | +3.2% | +0.7% | +2.6% | +2.9% |
| 3M | +23.1% | +0.6% | +22.5% | +22.4% |
| 6M | +13.3% | -17.9% | +31.2% | +16.4% |
| YTD | -7.9% | -21.2% | +13.3% | -4.7% |
| 1Y | -22.1% | -18.9% | -3.2% | -20.1% |
| 3Y | -16.8% | +52.6% | -69.4% | -26.0% |
| 5Y | -13.5% | +60.7% | -74.2% | -26.2% |
| 10Y | +137.7% | +278.1% | -140.4% | +52.4% |
| All | +1,779.2% | +2,083.6% | -304.3% | +505.4% |
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