+64.8%
RSP vs SM
-3.8%
+68.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.2% | -6.0% | -1.3% |
| 7D | +1.8% | +10.6% | -8.8% | +0.8% |
| 30D | +3.5% | -15.0% | +18.5% | +4.7% |
| 3M | +0.2% | +1.7% | -1.5% | -0.6% |
| 6M | +9.1% | +5.9% | +3.3% | +7.1% |
| YTD | +16.6% | +79.0% | -62.4% | +4.4% |
| 1Y | +17.9% | +84.7% | -66.8% | +4.9% |
| All | +64.8% | -3.8% | +68.6% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling