+958.3%
RSG vs STLA
+263.8%
+694.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.3% | -1.2% |
| 7D | +0.3% | +2.6% | -2.3% | 0.0% |
| 30D | +7.6% | -1.2% | +8.8% | +7.6% |
| 3M | +7.4% | -24.8% | +32.2% | +10.3% |
| 6M | -3.3% | -25.6% | +22.3% | -0.9% |
| YTD | +6.0% | -48.9% | +54.9% | +12.5% |
| 1Y | -3.7% | -38.8% | +35.1% | -0.3% |
| 3Y | +59.1% | -64.5% | +123.6% | +72.0% |
| 5Y | +89.0% | -62.4% | +151.5% | +99.6% |
| 10Y | +412.5% | +55.4% | +357.1% | +358.2% |
| All | +958.3% | +263.8% | +694.5% | +792.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling