+420.8%
RSG vs SM
+23.0%
+397.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | 0.0% | +4.6% | -4.5% | -0.2% |
| 30D | +4.0% | +18.2% | -14.3% | +3.3% |
| 3M | +7.4% | +22.5% | -15.1% | +6.4% |
| 6M | +0.1% | +50.6% | -50.5% | -1.7% |
| YTD | +6.0% | +108.1% | -102.1% | +2.8% |
| 1Y | -3.0% | +46.0% | -49.0% | -4.8% |
| 3Y | +56.5% | +2.9% | +53.6% | +54.2% |
| 5Y | +90.9% | +112.6% | -21.7% | +81.3% |
| All | +420.8% | +23.0% | +397.8% | +339.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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