+51.6%
RSP vs SN
+673.1%
-621.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -0.3% | +3.5% | -3.8% | -0.8% |
| 30D | +4.4% | +19.4% | -15.0% | +1.7% |
| 3M | +1.3% | +20.9% | -19.6% | -1.7% |
| 6M | +10.0% | +111.1% | -101.1% | -2.1% |
| YTD | +17.6% | +102.8% | -85.2% | +4.8% |
| 1Y | +19.2% | +146.2% | -127.0% | +3.2% |
| 3Y | +66.0% | +441.4% | -375.4% | +32.7% |
| All | +51.6% | +673.1% | -621.6% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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