+448.0%
RSG vs STLA
-4.1%
+452.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | +2.5% | -13.8% | +16.3% | +4.3% |
| 30D | +12.7% | -10.5% | +23.3% | +14.0% |
| 3M | +17.9% | -28.9% | +46.8% | +22.4% |
| 6M | +25.0% | -49.7% | +74.7% | +35.3% |
| YTD | +20.8% | -64.9% | +85.7% | +36.2% |
| 1Y | +24.3% | -64.0% | +88.3% | +39.3% |
| 3Y | +65.3% | -77.4% | +142.7% | +94.3% |
| 5Y | +99.1% | -74.4% | +173.5% | +123.1% |
| All | +448.0% | -4.1% | +452.1% | +392.6% |
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