+56.3%
RSG vs STLA
-66.8%
+123.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.2% | +0.4% |
| 7D | 0.0% | +0.4% | -0.4% | 0.0% |
| 30D | +3.7% | -5.2% | +8.9% | +3.8% |
| 3M | +6.2% | -24.9% | +31.0% | +6.8% |
| 6M | -2.8% | -25.2% | +22.4% | -2.3% |
| YTD | +5.9% | -51.4% | +57.3% | +8.3% |
| 1Y | -1.8% | -40.7% | +38.9% | -1.0% |
| All | +56.3% | -66.8% | +123.1% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling