+22.7%
RSP vs FIG
-77.7%
+100.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +1.8% | +2.6% | -0.8% | +1.7% |
| 30D | +3.5% | -13.1% | +16.5% | +3.8% |
| 3M | +0.2% | -20.3% | +20.5% | +0.7% |
| 6M | +9.1% | -2.1% | +11.2% | +9.0% |
| YTD | +16.6% | -49.4% | +66.0% | +18.0% |
| 1Y | +17.9% | -57.0% | +74.9% | +19.5% |
| All | +22.7% | -77.7% | +100.4% | +23.9% |
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