+119.9%
RSP vs SITM
+4,608.4%
-4,488.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.5% | -7.0% | -1.2% |
| 7D | -0.8% | +9.7% | -10.5% | -1.8% |
| 30D | -0.3% | +12.7% | -13.0% | -2.3% |
| 3M | +4.3% | -13.4% | +17.7% | +4.5% |
| 6M | +8.8% | +59.6% | -50.8% | 0.0% |
| YTD | +15.3% | +73.3% | -58.0% | +4.3% |
| 1Y | +18.3% | +165.5% | -147.3% | +0.3% |
| 3Y | +52.8% | +368.7% | -315.9% | +13.2% |
| 5Y | +51.7% | +172.5% | -120.8% | +11.7% |
| All | +119.9% | +4,608.4% | -4,488.5% | +4.9% |
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