+22.8%
RSP vs FIG
-77.2%
+100.0%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.1% | -0.9% | +2.2% |
| 7D | +0.4% | -12.6% | +13.1% | +0.8% |
| 30D | +3.7% | -13.8% | +17.5% | +4.1% |
| 3M | +0.8% | -16.7% | +17.5% | +1.1% |
| 6M | +9.1% | -6.1% | +15.2% | +9.1% |
| YTD | +16.7% | -48.1% | +64.8% | +18.0% |
| 1Y | +19.7% | -56.2% | +75.8% | +21.2% |
| All | +22.8% | -77.2% | +100.0% | +24.0% |
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