+210.3%
RSP vs STT
+198.7%
+11.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +1.8% | +5.1% | -3.4% | -0.3% |
| 30D | +3.5% | -0.2% | +3.7% | +3.5% |
| 3M | +0.2% | -8.1% | +8.4% | +3.6% |
| 6M | +9.1% | +16.6% | -7.5% | +1.7% |
| YTD | +16.6% | +37.8% | -21.2% | +0.8% |
| 1Y | +17.9% | +46.8% | -28.9% | -0.8% |
| 3Y | +64.6% | +181.2% | -116.5% | +3.7% |
| 5Y | +48.4% | +105.1% | -56.7% | +2.9% |
| All | +210.3% | +198.7% | +11.7% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling