+65.1%
RSP vs SITM
+318.4%
-253.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +0.6% |
| 7D | +2.4% | +6.6% | -4.3% | +1.9% |
| 30D | +4.3% | -15.3% | +19.6% | +5.2% |
| 3M | -0.3% | -35.4% | +35.0% | +2.2% |
| 6M | +9.8% | -46.8% | +56.6% | +13.6% |
| YTD | +16.8% | +25.9% | -9.0% | +10.2% |
| 1Y | +19.5% | +54.0% | -34.5% | +10.2% |
| 3Y | +65.1% | +315.6% | -250.4% | +31.6% |
| All | +65.1% | +318.4% | -253.2% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling