+310.1%
RSP vs SFM
+40.3%
+269.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.5% | +0.2% |
| 7D | -1.0% | -1.2% | +0.2% | -1.0% |
| 30D | +2.6% | -24.8% | +27.4% | +5.5% |
| 3M | -0.8% | -43.7% | +42.9% | +5.5% |
| 6M | +6.3% | -37.3% | +43.5% | +11.0% |
| YTD | +14.1% | -38.4% | +52.5% | +19.0% |
| 1Y | +18.0% | -36.9% | +54.9% | +22.5% |
| 3Y | +61.0% | +20.7% | +40.4% | +50.1% |
| 5Y | +45.6% | +103.5% | -57.9% | +24.2% |
| 10Y | +220.2% | +139.7% | +80.4% | +157.0% |
| All | +310.1% | +40.3% | +269.8% | +251.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling