+213.4%
RSP vs STM
+398.5%
-185.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -1.4% |
| 7D | -1.0% | -10.7% | +9.7% | +1.4% |
| 30D | +2.6% | -25.7% | +28.3% | +9.3% |
| 3M | -0.8% | -21.6% | +20.8% | +3.9% |
| 6M | +6.3% | -27.8% | +34.1% | +10.3% |
| YTD | +14.1% | +61.8% | -47.6% | -5.5% |
| 1Y | +18.0% | +78.1% | -60.1% | -5.0% |
| 3Y | +61.0% | +4.9% | +56.1% | +41.9% |
| 5Y | +45.6% | -14.3% | +59.9% | +31.1% |
| All | +213.4% | +398.5% | -185.1% | +92.8% |
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