+215.6%
RSP vs STM
+433.9%
-218.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.8% | -4.5% | +0.7% |
| 7D | +0.4% | -5.6% | +6.0% | +1.5% |
| 30D | +3.7% | -14.4% | +18.2% | +6.9% |
| 3M | +0.8% | -20.5% | +21.2% | +5.2% |
| 6M | +9.1% | -24.5% | +33.6% | +12.2% |
| YTD | +16.7% | +72.7% | -56.0% | -4.9% |
| 1Y | +19.7% | +91.0% | -71.3% | -5.2% |
| 3Y | +66.7% | +13.5% | +53.2% | +44.1% |
| 5Y | +48.7% | -9.2% | +57.9% | +32.1% |
| 10Y | +215.6% | +422.5% | -207.0% | +90.8% |
| All | +215.6% | +433.9% | -218.3% | +90.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling