+213.4%
RSP vs SO
+177.2%
+36.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.1% |
| 7D | -1.0% | -1.5% | +0.4% | -0.5% |
| 30D | +2.6% | +8.1% | -5.5% | -0.7% |
| 3M | -0.8% | +0.2% | -1.0% | -1.0% |
| 6M | +6.3% | +0.4% | +5.9% | +5.7% |
| YTD | +14.1% | +8.5% | +5.6% | +9.5% |
| 1Y | +18.0% | +4.9% | +13.1% | +14.7% |
| 3Y | +61.0% | +47.9% | +13.1% | +32.2% |
| 5Y | +45.6% | +75.7% | -30.1% | +9.0% |
| All | +213.4% | +177.2% | +36.2% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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