+1,115.8%
RSP vs SAP
+1,200.3%
-84.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.8% | +1.4% |
| 7D | -1.0% | -0.7% | -0.4% | -0.9% |
| 30D | +2.6% | +11.1% | -8.5% | -2.0% |
| 3M | -0.8% | +17.0% | -17.8% | -7.6% |
| 6M | +6.3% | +34.8% | -28.6% | -8.2% |
| YTD | +14.1% | -2.2% | +16.4% | +11.3% |
| 1Y | +18.0% | -6.4% | +24.5% | +17.3% |
| 3Y | +61.0% | +75.1% | -14.1% | +16.8% |
| 5Y | +45.6% | +69.8% | -24.2% | +4.7% |
| 10Y | +220.2% | +219.8% | +0.3% | +60.7% |
| All | +1,115.8% | +1,200.3% | -84.5% | +216.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling