+17.9%
RSP vs STM
+95.5%
-77.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | +1.8% | +16.3% | -14.5% | +0.5% |
| 30D | +3.5% | -6.3% | +9.8% | +3.8% |
| 3M | +0.2% | -14.1% | +14.3% | +1.1% |
| 6M | +9.1% | -19.6% | +28.7% | +8.7% |
| YTD | +16.6% | +80.1% | -63.5% | +0.7% |
| 1Y | +17.9% | +95.4% | -77.4% | 0.0% |
| All | +17.9% | +95.5% | -77.6% | 0.0% |
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