+207.1%
RSP vs SAP
+177.1%
+30.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | -0.8% | -2.9% | +2.1% | +0.2% |
| 30D | -0.3% | +9.0% | -9.3% | -3.5% |
| 3M | +4.3% | +14.9% | -10.7% | -1.5% |
| 6M | +8.8% | +11.9% | -3.1% | +3.0% |
| YTD | +15.3% | -9.9% | +25.2% | +17.3% |
| 1Y | +18.3% | -19.5% | +37.8% | +25.7% |
| 3Y | +52.8% | +61.8% | -9.0% | +17.6% |
| 5Y | +51.7% | +56.2% | -4.5% | +15.4% |
| All | +207.1% | +177.1% | +30.0% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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