+209.8%
RSP vs STLA
+46.8%
+163.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.5% |
| 7D | -1.8% | +0.4% | -2.2% | -1.9% |
| 30D | -2.5% | -5.2% | +2.7% | -1.4% |
| 3M | +3.0% | -24.9% | +27.9% | +10.3% |
| 6M | +8.9% | -25.2% | +34.1% | +16.0% |
| YTD | +13.0% | -51.4% | +64.4% | +33.0% |
| 1Y | +16.2% | -40.7% | +56.9% | +27.9% |
| 3Y | +52.7% | -66.3% | +119.0% | +89.4% |
| 5Y | +50.5% | -63.2% | +113.7% | +76.1% |
| 10Y | +209.8% | +48.7% | +161.1% | +156.3% |
| All | +209.8% | +46.8% | +163.1% | +156.3% |
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 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