+1,127.7%
RSP vs SM
+237.7%
+890.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.1% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -0.3% | +26.3% | -26.6% | -3.8% |
| 3M | +4.3% | +8.7% | -4.4% | +2.3% |
| 6M | +8.8% | +51.7% | -42.9% | +0.8% |
| YTD | +15.3% | +99.0% | -83.8% | +2.2% |
| 1Y | +18.3% | +34.6% | -16.3% | +10.6% |
| 3Y | +52.8% | -7.8% | +60.6% | +47.2% |
| 5Y | +51.7% | +104.8% | -53.1% | +24.3% |
| 10Y | +208.5% | +7.2% | +201.2% | +102.5% |
| All | +1,127.7% | +237.7% | +890.0% | +303.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling