+832.6%
RSP vs SGI
+1,905.4%
-1,072.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | +0.8% |
| 7D | -1.0% | +1.0% | -2.0% | -1.3% |
| 30D | +2.6% | +3.9% | -1.3% | +1.6% |
| 3M | -0.8% | -0.8% | 0.0% | -0.9% |
| 6M | +6.3% | -18.0% | +24.2% | +9.9% |
| YTD | +14.1% | -27.6% | +41.7% | +20.5% |
| 1Y | +18.0% | -27.2% | +45.2% | +24.4% |
| 3Y | +61.0% | +76.0% | -15.0% | +38.9% |
| 5Y | +45.6% | +50.0% | -4.4% | +26.0% |
| 10Y | +220.2% | +399.1% | -178.9% | +96.6% |
| All | +832.6% | +1,905.4% | -1,072.8% | +221.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling