+213.4%
RSP vs STZ
+3.4%
+210.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.2% |
| 7D | -1.0% | +4.9% | -5.9% | -2.7% |
| 30D | +2.6% | +20.9% | -18.3% | -4.2% |
| 3M | -0.8% | +8.0% | -8.8% | -3.9% |
| 6M | +6.3% | -5.3% | +11.6% | +7.4% |
| YTD | +14.1% | +5.9% | +8.2% | +9.4% |
| 1Y | +18.0% | +14.2% | +3.8% | +9.6% |
| 3Y | +61.0% | -37.0% | +98.0% | +84.2% |
| 5Y | +45.6% | -29.7% | +75.3% | +57.4% |
| All | +213.4% | +3.4% | +210.0% | +191.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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