+204.4%
RSP vs SFM
+293.3%
-88.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | -0.3% |
| 7D | -0.4% | -5.8% | +5.4% | +0.3% |
| 30D | -1.5% | -11.4% | +9.8% | -0.2% |
| 3M | +4.8% | -12.2% | +17.0% | +6.1% |
| 6M | +10.3% | -5.2% | +15.4% | +10.1% |
| YTD | +14.1% | -4.5% | +18.5% | +13.6% |
| 1Y | +17.0% | -45.4% | +62.4% | +24.8% |
| 3Y | +54.2% | +91.1% | -36.9% | +36.3% |
| 5Y | +51.5% | +226.8% | -175.3% | +21.9% |
| 10Y | +204.4% | +291.9% | -87.5% | +129.4% |
| All | +204.4% | +293.3% | -88.9% | +129.4% |
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