+18.0%
RSP vs STM
+75.4%
-57.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -0.7% |
| 7D | -1.0% | -10.7% | +9.7% | -0.3% |
| 30D | +2.6% | -25.7% | +28.3% | +4.8% |
| 3M | -0.8% | -21.6% | +20.8% | +0.8% |
| 6M | +6.3% | -27.8% | +34.1% | +6.8% |
| YTD | +14.1% | +61.8% | -47.6% | -0.3% |
| 1Y | +18.0% | +78.1% | -60.1% | +1.0% |
| All | +18.0% | +75.4% | -57.4% | +1.0% |
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