+215.6%
RSP vs SFM
+146.8%
+68.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +2.2% |
| 7D | +0.4% | -10.2% | +10.7% | +1.7% |
| 30D | +3.7% | -23.9% | +27.6% | +6.5% |
| 3M | +0.8% | -42.3% | +43.0% | +6.8% |
| 6M | +9.1% | -40.1% | +49.2% | +14.7% |
| YTD | +16.7% | -37.8% | +54.5% | +21.5% |
| 1Y | +19.7% | -37.1% | +56.8% | +24.3% |
| 3Y | +66.7% | +21.5% | +45.2% | +54.4% |
| 5Y | +48.7% | +103.8% | -55.1% | +25.5% |
| 10Y | +215.6% | +142.0% | +73.6% | +152.0% |
| All | +215.6% | +146.8% | +68.8% | +152.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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