+215.7%
RSP vs SM
+10.6%
+205.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.6% | -4.8% | +0.2% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | +4.4% | -17.3% | +21.8% | +6.2% |
| 3M | +1.3% | -3.6% | +4.9% | +1.1% |
| 6M | +10.0% | +2.9% | +7.1% | +8.5% |
| YTD | +17.6% | +70.2% | -52.6% | +9.2% |
| 1Y | +19.2% | +66.5% | -47.3% | +10.8% |
| 3Y | +66.0% | -8.2% | +74.2% | +61.3% |
| 5Y | +50.4% | -1.5% | +51.9% | +41.4% |
| 10Y | +215.7% | +11.9% | +203.8% | +126.4% |
| All | +215.7% | +10.6% | +205.1% | +126.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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