+1,127.7%
RSP vs STT
+788.4%
+339.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -0.8% | +0.5% | -1.2% | -0.9% |
| 30D | -0.3% | +3.9% | -4.2% | -1.7% |
| 3M | +4.3% | +20.0% | -15.7% | -2.3% |
| 6M | +8.8% | +55.3% | -46.5% | -7.0% |
| YTD | +15.3% | +53.3% | -38.1% | -1.3% |
| 1Y | +18.3% | +74.7% | -56.4% | -3.4% |
| 3Y | +52.8% | +205.8% | -153.0% | +2.0% |
| 5Y | +51.7% | +145.0% | -93.3% | +6.2% |
| 10Y | +208.5% | +266.0% | -57.5% | +79.5% |
| All | +1,127.7% | +788.4% | +339.4% | +277.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling