+65.1%
RSP vs STZ
-34.9%
+100.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +2.4% | +2.6% | -0.2% | +1.9% |
| 30D | +4.3% | +15.2% | -10.9% | +1.7% |
| 3M | -0.3% | +7.6% | -8.0% | -1.7% |
| 6M | +9.8% | +5.3% | +4.6% | +8.5% |
| YTD | +16.8% | +8.6% | +8.2% | +13.5% |
| 1Y | +19.5% | +15.6% | +3.9% | +14.3% |
| 3Y | +65.1% | -35.2% | +100.3% | +74.5% |
| All | +65.1% | -34.9% | +100.0% | +74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling