+1,127.7%
RSP vs STZ
+1,040.7%
+87.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | -0.8% | -1.9% | +1.2% | -0.1% |
| 30D | -0.3% | -1.9% | +1.6% | +0.2% |
| 3M | +4.3% | -6.2% | +10.5% | +6.1% |
| 6M | +8.8% | -14.0% | +22.8% | +13.5% |
| YTD | +15.3% | -5.1% | +20.4% | +15.5% |
| 1Y | +18.3% | -9.6% | +27.8% | +20.1% |
| 3Y | +52.8% | -47.2% | +100.0% | +83.7% |
| 5Y | +51.7% | -33.6% | +85.3% | +66.9% |
| 10Y | +208.5% | -9.8% | +218.2% | +193.7% |
| All | +1,127.7% | +1,040.7% | +87.1% | +363.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling