+47.6%
RSP vs SN
+639.7%
-592.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.7% |
| 7D | -1.4% | +3.8% | -5.3% | -2.0% |
| 30D | +2.1% | +17.5% | -15.4% | -0.3% |
| 3M | -0.9% | +19.2% | -20.2% | -3.7% |
| 6M | +7.5% | +84.9% | -77.4% | -2.4% |
| YTD | +14.6% | +94.0% | -79.5% | +2.8% |
| 1Y | +17.6% | +151.3% | -133.7% | +1.5% |
| 3Y | +60.8% | +387.1% | -326.3% | +29.6% |
| All | +47.6% | +639.7% | -592.1% | +18.4% |
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