+203.4%
RSP vs SHAK
+81.5%
+122.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.3% |
| 7D | -3.1% | -11.0% | +7.8% | -1.1% |
| 30D | -3.4% | -14.0% | +10.6% | -0.8% |
| 3M | +3.6% | +13.3% | -9.6% | +0.6% |
| 6M | +9.0% | -35.3% | +44.3% | +15.7% |
| YTD | +12.2% | -24.0% | +36.2% | +15.0% |
| 1Y | +15.6% | -36.7% | +52.3% | +22.3% |
| 3Y | +51.6% | -5.4% | +57.0% | +41.3% |
| 5Y | +50.4% | -24.9% | +75.3% | +40.0% |
| All | +203.4% | +81.5% | +122.0% | +113.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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