+417.0%
RSG vs STLA
+51.6%
+365.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -1.8% | -3.8% | +2.0% | -1.3% |
| 30D | +2.8% | -3.1% | +5.9% | +3.1% |
| 3M | +4.3% | -19.6% | +23.9% | +6.9% |
| 6M | -0.5% | -23.5% | +23.0% | +2.1% |
| YTD | +5.2% | -51.5% | +56.7% | +14.3% |
| 1Y | -2.1% | -39.7% | +37.5% | +2.1% |
| 3Y | +56.5% | -66.3% | +122.8% | +74.4% |
| 5Y | +89.5% | -63.1% | +152.6% | +102.6% |
| All | +417.0% | +51.6% | +365.3% | +337.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling