+841.8%
RSP vs SGI
+2,083.6%
-1,241.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -0.8% | +8.5% | -9.3% | -2.5% |
| 30D | -0.3% | +0.7% | -1.0% | -0.6% |
| 3M | +4.3% | +0.6% | +3.7% | +3.7% |
| 6M | +8.8% | -17.9% | +26.8% | +12.4% |
| YTD | +15.3% | -21.2% | +36.4% | +19.8% |
| 1Y | +18.3% | -18.9% | +37.1% | +21.8% |
| 3Y | +52.8% | +52.6% | +0.2% | +35.7% |
| 5Y | +51.7% | +60.7% | -9.0% | +29.6% |
| 10Y | +208.5% | +278.1% | -69.6% | +98.8% |
| All | +841.8% | +2,083.6% | -1,241.8% | +219.6% |
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 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