+213.4%
RSP vs SAP
+216.8%
-3.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.8% | +1.1% |
| 7D | -1.0% | -0.7% | -0.4% | -0.9% |
| 30D | +2.6% | +11.1% | -8.5% | -1.2% |
| 3M | -0.8% | +17.0% | -17.8% | -6.5% |
| 6M | +6.3% | +34.8% | -28.6% | -5.8% |
| YTD | +14.1% | -2.2% | +16.4% | +12.7% |
| 1Y | +18.0% | -6.4% | +24.5% | +18.5% |
| 3Y | +61.0% | +75.1% | -14.1% | +20.6% |
| 5Y | +45.6% | +69.8% | -24.2% | +7.5% |
| All | +213.4% | +216.8% | -3.4% | +73.0% |
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