+64.7%
RSP vs STT
+180.5%
-115.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.2% |
| 7D | +0.7% | +1.1% | -0.4% | +0.3% |
| 30D | +3.7% | -1.9% | +5.6% | +4.4% |
| 3M | +0.7% | -7.6% | +8.3% | +3.5% |
| 6M | +9.0% | +16.0% | -6.9% | +1.9% |
| YTD | +16.7% | +36.2% | -19.5% | +1.3% |
| 1Y | +19.0% | +46.8% | -27.8% | -0.1% |
| 3Y | +64.7% | +177.8% | -113.1% | +3.4% |
| All | +64.7% | +180.5% | -115.8% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling