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  • RSP vs SPY✓SelectedUSD · SPYRSP vs SPY performance historyLatest closeAs of-0.48%09/04
Stock and ETF performance explorer

RSP vs SPY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,127.7%
SPY return
+1,181.0%
Excess return
-53.3%
Maximum drawdown
-59.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioSPYExcessAlpha
1D-0.5%-0.4%-0.1%-0.1%
7D-0.8%+0.1%-0.9%-0.9%
30D-0.3%+0.1%-0.4%-0.4%
3M+4.3%+2.0%+2.3%+2.0%
6M+8.8%+13.0%-4.2%-4.3%
YTD+15.3%+13.5%+1.7%+0.8%
1Y+18.3%+20.0%-1.7%-2.4%
3Y+52.8%+77.2%-24.4%-16.8%
5Y+51.7%+81.9%-30.2%-20.1%
10Y+208.5%+314.1%-105.6%-32.2%
All+1,127.7%+1,181.0%-53.3%-17.6%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling