+99.1%
RSG vs STLA
-74.2%
+173.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.1% | +7.6% | +1.8% |
| 7D | +1.4% | -13.1% | +14.5% | +2.2% |
| 30D | +15.0% | -13.3% | +28.3% | +15.9% |
| 3M | +18.5% | -27.9% | +46.3% | +20.5% |
| 6M | +25.8% | -47.8% | +73.6% | +30.4% |
| YTD | +20.8% | -64.6% | +85.4% | +28.5% |
| 1Y | +24.8% | -64.0% | +88.8% | +32.5% |
| 3Y | +65.9% | -76.8% | +142.7% | +81.3% |
| 5Y | +99.1% | -74.2% | +173.2% | +109.4% |
| All | +99.1% | -74.2% | +173.2% | +109.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling