+1,127.7%
RSP vs SPY
+1,181.0%
-53.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 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