+1,120.4%
RSP vs STM
+226.5%
+893.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -12.4% | +9.5% | +0.7% |
| 7D | -1.4% | -20.1% | +18.6% | +4.8% |
| 30D | +2.1% | -32.0% | +34.1% | +13.3% |
| 3M | -0.9% | -24.2% | +23.2% | +5.9% |
| 6M | +7.5% | -29.9% | +37.5% | +13.6% |
| YTD | +14.6% | +54.9% | -40.3% | -6.8% |
| 1Y | +17.6% | +68.0% | -50.4% | -6.9% |
| 3Y | +60.8% | -0.1% | +60.9% | +40.6% |
| 5Y | +46.1% | -17.9% | +64.0% | +30.9% |
| 10Y | +221.4% | +392.2% | -170.9% | +40.2% |
| All | +1,120.4% | +226.5% | +893.9% | +329.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling