+211.0%
RSP vs SGI
+319.5%
-108.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +2.4% | -5.3% | +7.7% | +3.6% |
| 30D | +4.3% | -2.1% | +6.3% | +4.5% |
| 3M | -0.3% | -8.2% | +7.8% | +1.3% |
| 6M | +9.8% | -4.6% | +14.4% | +10.1% |
| YTD | +16.8% | -31.5% | +48.3% | +25.5% |
| 1Y | +19.5% | -30.8% | +50.3% | +28.0% |
| 3Y | +65.1% | +67.2% | -2.1% | +41.7% |
| 5Y | +48.7% | +42.5% | +6.2% | +27.5% |
| All | +211.0% | +319.5% | -108.6% | +99.6% |
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