+48.4%
RSP vs STZ
-29.4%
+77.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | +2.4% | +2.6% | -0.2% | +1.7% |
| 30D | +4.3% | +15.2% | -10.9% | +0.4% |
| 3M | -0.3% | +7.6% | -8.0% | -2.5% |
| 6M | +9.8% | +5.3% | +4.6% | +7.8% |
| YTD | +16.8% | +8.6% | +8.2% | +12.1% |
| 1Y | +19.5% | +15.6% | +3.9% | +12.2% |
| 3Y | +65.1% | -35.2% | +100.3% | +84.3% |
| All | +48.4% | -29.4% | +77.8% | +55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling