+53.0%
RSP vs SE
-68.6%
+121.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -0.8% | -6.1% | +5.3% | -0.1% |
| 30D | -0.3% | -2.5% | +2.1% | -0.3% |
| 3M | +4.3% | +21.7% | -17.4% | +1.6% |
| 6M | +8.8% | +27.0% | -18.2% | +5.1% |
| YTD | +15.3% | -12.1% | +27.4% | +15.7% |
| 1Y | +18.3% | -40.9% | +59.2% | +24.1% |
| 3Y | +52.8% | +191.0% | -138.2% | +30.3% |
| All | +53.0% | -68.6% | +121.6% | +52.4% |
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