+17.0%
RSP vs SGI
-19.6%
+36.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -0.4% | +9.3% | -9.7% | -1.9% |
| 30D | -1.5% | +6.9% | -8.4% | -2.7% |
| 3M | +4.8% | +2.8% | +2.0% | +4.0% |
| 6M | +10.3% | -12.6% | +22.9% | +11.7% |
| YTD | +14.1% | -21.5% | +35.6% | +17.2% |
| 1Y | +17.0% | -18.8% | +35.8% | +21.9% |
| All | +17.0% | -19.6% | +36.6% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling