+215.7%
RSP vs STM
+468.1%
-252.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | 0.0% |
| 7D | -0.3% | +1.4% | -1.8% | -0.9% |
| 30D | +4.4% | -8.4% | +12.8% | +6.0% |
| 3M | +1.3% | -15.8% | +17.1% | +4.3% |
| 6M | +10.0% | -22.8% | +32.8% | +12.5% |
| YTD | +17.6% | +79.4% | -61.7% | -5.0% |
| 1Y | +19.2% | +97.0% | -77.8% | -6.3% |
| 3Y | +66.0% | +14.2% | +51.9% | +43.5% |
| 5Y | +50.4% | -4.5% | +54.9% | +32.0% |
| 10Y | +215.7% | +463.1% | -247.4% | +84.6% |
| All | +215.7% | +468.1% | -252.4% | +84.6% |
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