+48.4%
RSP vs SFM
+116.0%
-67.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | +2.4% | +6.0% | -3.7% | +1.8% |
| 30D | +4.3% | -19.5% | +23.7% | +6.0% |
| 3M | -0.3% | -37.0% | +36.7% | +3.9% |
| 6M | +9.8% | -41.0% | +50.8% | +15.0% |
| YTD | +16.8% | -34.6% | +51.5% | +20.4% |
| 1Y | +19.5% | -36.3% | +55.8% | +23.4% |
| 3Y | +65.1% | +24.5% | +40.6% | +51.4% |
| All | +48.4% | +116.0% | -67.5% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling