+19.0%
RSP vs SPY
+12.3%
+6.7%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | +0.6% |
| 7D | +0.4% | +0.1% | +0.4% | +0.4% |
| 30D | +3.7% | -3.3% | +7.0% | +6.1% |
| 3M | +0.8% | -2.4% | +3.2% | +2.4% |
| 6M | +9.1% | +2.6% | +6.5% | +6.8% |
| YTD | +16.7% | +11.2% | +5.5% | +7.2% |
| All | +19.0% | +12.3% | +6.7% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling