+91.1%
RSG vs SM
+119.2%
-28.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | +3.7% | +20.3% | -16.6% | +2.6% |
| 3M | +6.2% | +22.9% | -16.8% | +4.8% |
| 6M | -2.8% | +47.8% | -50.6% | -5.0% |
| YTD | +5.9% | +107.5% | -101.6% | +1.7% |
| 1Y | -1.8% | +51.7% | -53.5% | -4.4% |
| 3Y | +57.5% | -0.9% | +58.3% | +54.1% |
| 5Y | +91.1% | +112.2% | -21.2% | +80.0% |
| All | +91.1% | +119.2% | -28.1% | +80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling