+21.8%
RSP vs STM
+92.4%
-70.5%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.1% | +7.9% | +2.3% |
| 7D | +2.7% | -6.0% | +8.7% | +3.1% |
| 30D | +5.8% | -20.9% | +26.7% | +7.6% |
| 3M | +1.8% | -15.8% | +17.5% | +2.9% |
| 6M | +11.6% | -17.0% | +28.7% | +10.5% |
| YTD | +18.0% | +76.8% | -58.8% | +2.2% |
| 1Y | +21.8% | +96.5% | -74.7% | +3.1% |
| All | +21.8% | +92.4% | -70.5% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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