+2,287.0%
RSG vs SM
+555.4%
+1,731.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +2.5% | +9.4% | -6.9% | +1.7% |
| 30D | +12.7% | -14.4% | +27.1% | +13.9% |
| 3M | +17.9% | +1.6% | +16.4% | +17.3% |
| 6M | +25.0% | +6.3% | +18.6% | +23.5% |
| YTD | +20.8% | +78.8% | -58.0% | +13.8% |
| 1Y | +24.3% | +83.1% | -58.9% | +16.8% |
| 3Y | +65.3% | -5.9% | +71.2% | +60.9% |
| 5Y | +99.1% | +4.8% | +94.2% | +86.9% |
| 10Y | +452.4% | +17.5% | +434.8% | +316.6% |
| All | +2,287.0% | +555.4% | +1,731.6% | +1,004.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling