+159.6%
RSP vs SE
+366.0%
-206.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -1.0% | +2.0% | -3.0% | -1.3% |
| 30D | +2.6% | -20.0% | +22.6% | +5.2% |
| 3M | -0.8% | -31.8% | +31.0% | +3.5% |
| 6M | +6.3% | -15.9% | +22.1% | +7.6% |
| YTD | +14.1% | -40.6% | +54.8% | +19.9% |
| 1Y | +18.0% | -50.7% | +68.7% | +26.6% |
| 3Y | +61.0% | +70.3% | -9.3% | +44.6% |
| 5Y | +45.6% | -78.8% | +124.4% | +58.6% |
| All | +159.6% | +366.0% | -206.4% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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