+52.9%
RSP vs SMR
+7.6%
+45.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.8% |
| 7D | -1.8% | +13.1% | -14.9% | -2.4% |
| 30D | -2.5% | +17.8% | -20.3% | -3.4% |
| 3M | +3.0% | +8.1% | -5.1% | +2.2% |
| 6M | +8.9% | -11.1% | +20.0% | +8.4% |
| YTD | +13.0% | -23.7% | +36.7% | +12.8% |
| 1Y | +16.2% | -69.4% | +85.7% | +20.0% |
| 3Y | +52.7% | +82.6% | -29.9% | +33.6% |
| All | +52.9% | +7.6% | +45.3% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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