+51.5%
RSP vs SITM
+168.3%
-116.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.8% |
| 7D | -0.4% | +8.4% | -8.8% | -1.3% |
| 30D | -1.5% | -17.4% | +15.9% | +0.2% |
| 3M | +4.8% | -9.8% | +14.6% | +4.6% |
| 6M | +10.3% | +83.0% | -72.7% | 0.0% |
| YTD | +14.1% | +69.6% | -55.5% | +3.7% |
| 1Y | +17.0% | +144.9% | -127.9% | +0.6% |
| 3Y | +54.2% | +429.9% | -375.7% | +12.3% |
| 5Y | +51.5% | +169.2% | -117.7% | +9.8% |
| All | +51.5% | +168.3% | -116.7% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling