+836.1%
RSP vs SGI
+2,021.1%
-1,184.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.1% | -2.3% |
| 7D | -1.4% | +5.3% | -6.8% | -2.6% |
| 30D | +2.1% | +8.2% | -6.0% | +0.3% |
| 3M | -0.9% | -2.2% | +1.3% | -0.8% |
| 6M | +7.5% | -8.4% | +15.9% | +8.6% |
| YTD | +14.6% | -23.4% | +38.0% | +19.6% |
| 1Y | +17.6% | -14.0% | +31.6% | +19.5% |
| 3Y | +60.8% | +78.8% | -18.0% | +38.3% |
| 5Y | +46.1% | +58.6% | -12.5% | +25.1% |
| 10Y | +221.4% | +427.8% | -206.5% | +95.1% |
| All | +836.1% | +2,021.1% | -1,184.9% | +219.1% |
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