+51.5%
RSP vs SM
+111.2%
-59.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.6% | -4.7% | -1.5% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | -1.5% | +31.5% | -33.0% | -5.1% |
| 3M | +4.8% | +17.3% | -12.5% | +2.1% |
| 6M | +10.3% | +48.5% | -38.2% | +3.0% |
| YTD | +14.1% | +106.3% | -92.2% | +0.9% |
| 1Y | +17.0% | +47.3% | -30.3% | +8.6% |
| 3Y | +54.2% | -1.4% | +55.6% | +47.0% |
| 5Y | +51.5% | +114.0% | -62.5% | +25.6% |
| All | +51.5% | +111.2% | -59.7% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling