+215.6%
RSP vs SAP
+228.4%
-12.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +1.7% |
| 7D | +0.4% | +1.6% | -1.2% | -0.2% |
| 30D | +3.7% | +10.5% | -6.8% | 0.0% |
| 3M | +0.8% | +15.2% | -14.4% | -4.4% |
| 6M | +9.1% | +36.7% | -27.6% | -3.7% |
| YTD | +16.7% | -0.6% | +17.3% | +14.5% |
| 1Y | +19.7% | -4.1% | +23.8% | +19.2% |
| 3Y | +66.7% | +73.2% | -6.5% | +25.7% |
| 5Y | +48.7% | +74.1% | -25.4% | +8.8% |
| 10Y | +215.6% | +222.9% | -7.4% | +72.8% |
| All | +215.6% | +228.4% | -12.8% | +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