+1,127.7%
RSP vs SO
+755.4%
+372.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.1% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | -0.3% | -4.6% | +4.2% | +2.0% |
| 3M | +4.3% | -3.0% | +7.3% | +5.6% |
| 6M | +8.8% | -8.3% | +17.1% | +13.1% |
| YTD | +15.3% | +3.5% | +11.7% | +12.3% |
| 1Y | +18.3% | -0.9% | +19.2% | +17.6% |
| 3Y | +52.8% | +45.4% | +7.5% | +21.3% |
| 5Y | +51.7% | +59.6% | -7.9% | +12.5% |
| 10Y | +208.5% | +156.6% | +51.9% | +66.1% |
| All | +1,127.7% | +755.4% | +372.3% | +210.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling