+53.0%
RSP vs SO
+58.2%
-5.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.3% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | -0.3% | -4.6% | +4.2% | +1.1% |
| 3M | +4.3% | -3.0% | +7.3% | +5.1% |
| 6M | +8.8% | -8.3% | +17.1% | +11.5% |
| YTD | +15.3% | +3.5% | +11.7% | +13.3% |
| 1Y | +18.3% | -0.9% | +19.2% | +17.8% |
| 3Y | +52.8% | +45.4% | +7.5% | +29.5% |
| All | +53.0% | +58.2% | -5.2% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling