+53.0%
RSP vs STM
+20.8%
+32.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.3% | -0.8% |
| 7D | -0.8% | +5.8% | -6.6% | -1.9% |
| 30D | -0.3% | -1.0% | +0.7% | -0.3% |
| 3M | +4.3% | -33.3% | +37.5% | +11.5% |
| 6M | +8.8% | +57.4% | -48.5% | -5.7% |
| YTD | +15.3% | +102.2% | -86.9% | -6.5% |
| 1Y | +18.3% | +99.6% | -81.3% | -4.5% |
| 3Y | +52.8% | +14.5% | +38.3% | +36.8% |
| All | +53.0% | +20.8% | +32.2% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling