+48.5%
RSP vs SN
+490.7%
-442.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.3% |
| 7D | -0.8% | -9.3% | +8.6% | +0.6% |
| 30D | -0.3% | -4.8% | +4.5% | +0.3% |
| 3M | +4.3% | +40.4% | -36.1% | -1.2% |
| 6M | +8.8% | +50.9% | -42.1% | +1.6% |
| YTD | +15.3% | +54.9% | -39.7% | +7.0% |
| 1Y | +18.3% | +43.0% | -24.7% | +10.8% |
| 3Y | +52.8% | +391.8% | -339.0% | +26.7% |
| All | +48.5% | +490.7% | -442.2% | +23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling