+314.1%
RSP vs SFM
+132.6%
+181.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.3% | -0.8% |
| 7D | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | -0.3% | -4.4% | +4.0% | +0.1% |
| 3M | +4.3% | +1.5% | +2.8% | +3.7% |
| 6M | +8.8% | +6.5% | +2.3% | +7.1% |
| YTD | +15.3% | +2.2% | +13.1% | +13.9% |
| 1Y | +18.3% | -41.9% | +60.2% | +25.0% |
| 3Y | +52.8% | +106.8% | -54.0% | +34.3% |
| 5Y | +51.7% | +231.6% | -179.9% | +22.9% |
| 10Y | +208.5% | +258.4% | -50.0% | +137.0% |
| All | +314.1% | +132.6% | +181.6% | +236.3% |
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