+1,127.7%
RSP vs STM
+326.2%
+801.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.3% | -1.0% |
| 7D | -0.8% | +5.8% | -6.6% | -2.4% |
| 30D | -0.3% | -1.0% | +0.7% | -0.3% |
| 3M | +4.3% | -33.3% | +37.5% | +14.5% |
| 6M | +8.8% | +57.4% | -48.5% | -9.7% |
| YTD | +15.3% | +102.2% | -86.9% | -12.2% |
| 1Y | +18.3% | +99.6% | -81.3% | -10.5% |
| 3Y | +52.8% | +14.5% | +38.3% | +30.1% |
| 5Y | +51.7% | +21.4% | +30.3% | +21.7% |
| 10Y | +208.5% | +695.0% | -486.5% | +16.4% |
| All | +1,127.7% | +326.2% | +801.5% | +304.3% |
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