+20.0%
RSP vs FIG
-73.2%
+93.2%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.7% | +4.6% | -0.9% |
| 7D | -0.4% | -16.4% | +16.0% | 0.0% |
| 30D | -1.5% | -2.3% | +0.8% | -1.5% |
| 3M | +4.8% | +7.8% | -3.0% | +4.5% |
| 6M | +10.3% | -21.8% | +32.1% | +10.7% |
| YTD | +14.1% | -39.1% | +53.2% | +14.9% |
| 1Y | +17.0% | -56.6% | +73.7% | +18.6% |
| All | +20.0% | -73.2% | +93.2% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 10y: compounded portfolio wealth divided by compounded FIG 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…
10y analysis · Full analysis span regression · 6 months rolling