+1,181.3%
SPY vs RSP
+1,139.7%
+41.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | 0.0% |
| 7D | +0.1% | -0.8% | +0.9% | +0.8% |
| 30D | +0.1% | -0.3% | +0.4% | +0.3% |
| 3M | +2.0% | +4.3% | -2.3% | -1.8% |
| 6M | +13.0% | +8.8% | +4.2% | +4.7% |
| YTD | +13.5% | +15.3% | -1.7% | -0.1% |
| 1Y | +20.0% | +18.3% | +1.7% | +3.1% |
| 3Y | +77.2% | +52.8% | +24.4% | +21.1% |
| 5Y | +81.9% | +51.7% | +30.2% | +25.5% |
| 10Y | +314.1% | +208.5% | +105.6% | +50.7% |
| All | +1,181.3% | +1,139.7% | +41.6% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 RSP 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