+17.0%
RSP vs STZ
-16.0%
+33.0%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.6% | -0.5% |
| 7D | -0.4% | -7.4% | +7.0% | +0.3% |
| 30D | -1.5% | -10.9% | +9.4% | -0.6% |
| 3M | +4.8% | -13.4% | +18.2% | +5.9% |
| 6M | +10.3% | -16.2% | +26.5% | +11.5% |
| YTD | +14.1% | -10.4% | +24.5% | +12.9% |
| 1Y | +17.0% | -14.8% | +31.8% | +16.2% |
| All | +17.0% | -16.0% | +33.0% | +16.2% |
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