+45.4%
RSP vs SM
-11.5%
+56.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | -1.0% | -25.9% | +24.9% | +2.4% |
| 30D | +2.6% | -15.1% | +17.7% | +4.2% |
| 3M | -0.8% | +4.9% | -5.7% | -2.3% |
| 6M | +6.3% | +6.1% | +0.1% | +3.7% |
| YTD | +14.1% | +63.4% | -49.3% | +3.0% |
| 1Y | +18.0% | +72.5% | -54.5% | +5.4% |
| 3Y | +61.0% | -16.9% | +77.9% | +55.8% |
| All | +45.4% | -11.5% | +56.9% | +35.8% |
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