+50.5%
RSP vs SHAK
-25.9%
+76.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | +0.1% |
| 7D | -1.8% | -7.2% | +5.4% | -0.7% |
| 30D | -2.5% | -11.8% | +9.3% | -0.6% |
| 3M | +3.0% | +17.2% | -14.2% | -0.1% |
| 6M | +8.9% | -34.1% | +43.0% | +14.6% |
| YTD | +13.0% | -22.4% | +35.3% | +15.0% |
| 1Y | +16.2% | -35.9% | +52.2% | +22.1% |
| 3Y | +52.7% | -3.4% | +56.1% | +42.0% |
| 5Y | +50.5% | -25.4% | +75.9% | +38.0% |
| All | +50.5% | -25.9% | +76.3% | +38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling