+209.8%
RSP vs SGI
+263.3%
-53.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.5% |
| 7D | -1.8% | +0.6% | -2.4% | -2.0% |
| 30D | -2.5% | +5.5% | -8.1% | -3.8% |
| 3M | +3.0% | -3.6% | +6.6% | +3.4% |
| 6M | +8.9% | -15.0% | +23.9% | +11.9% |
| YTD | +13.0% | -23.0% | +36.0% | +18.3% |
| 1Y | +16.2% | -18.4% | +34.7% | +19.8% |
| 3Y | +52.7% | +57.8% | -5.1% | +33.4% |
| 5Y | +50.5% | +51.5% | -1.0% | +28.0% |
| 10Y | +209.8% | +275.2% | -65.3% | +98.5% |
| All | +209.8% | +263.3% | -53.4% | +98.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling