+122.5%
RSP vs SITM
+3,519.6%
-3,397.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.8% |
| 7D | +1.8% | +32.5% | -30.8% | -1.5% |
| 30D | +3.5% | -18.8% | +22.3% | +5.2% |
| 3M | +0.2% | -30.9% | +31.1% | +3.2% |
| 6M | +9.1% | -44.5% | +53.6% | +13.8% |
| YTD | +16.6% | +33.2% | -16.6% | +7.6% |
| 1Y | +17.9% | +53.8% | -35.9% | +6.5% |
| 3Y | +64.6% | +335.7% | -271.1% | +21.6% |
| 5Y | +48.4% | +84.6% | -36.2% | +13.9% |
| All | +122.5% | +3,519.6% | -3,397.1% | +8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling