+18.0%
RSP vs STZ
+13.3%
+4.7%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.2% |
| 7D | -1.0% | +4.9% | -5.9% | -1.4% |
| 30D | +2.6% | +20.9% | -18.3% | +1.1% |
| 3M | -0.8% | +8.0% | -8.8% | -1.4% |
| 6M | +6.3% | -5.3% | +11.6% | +6.3% |
| YTD | +14.1% | +5.9% | +8.2% | +11.2% |
| 1Y | +18.0% | +14.2% | +3.8% | +13.9% |
| All | +18.0% | +13.3% | +4.7% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling