+48.4%
RSP vs SE
-78.2%
+126.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | +2.4% | -0.5% | +2.9% | +2.4% |
| 30D | +4.3% | -20.9% | +25.2% | +6.9% |
| 3M | -0.3% | -38.9% | +38.6% | +5.1% |
| 6M | +9.8% | -19.4% | +29.2% | +11.7% |
| YTD | +16.8% | -40.9% | +57.8% | +22.4% |
| 1Y | +19.5% | -46.2% | +65.7% | +26.4% |
| 3Y | +65.1% | +63.7% | +1.4% | +50.4% |
| All | +48.4% | -78.2% | +126.6% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling