+115.6%
RSP vs SITM
+4,437.5%
-4,321.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.6% | -0.8% |
| 7D | -1.8% | +3.7% | -5.5% | -2.2% |
| 30D | -2.5% | -14.5% | +12.0% | -1.1% |
| 3M | +3.0% | -10.6% | +13.6% | +2.9% |
| 6M | +8.9% | +65.5% | -56.6% | -0.3% |
| YTD | +13.0% | +67.0% | -54.0% | +2.6% |
| 1Y | +16.2% | +138.6% | -122.4% | -0.1% |
| 3Y | +52.7% | +421.8% | -369.1% | +11.5% |
| 5Y | +50.5% | +172.4% | -122.0% | +10.7% |
| All | +115.6% | +4,437.5% | -4,321.9% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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