+215.6%
RSP vs STLA
+21.0%
+194.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.3% |
| 7D | +0.4% | -6.4% | +6.8% | +2.1% |
| 30D | +3.7% | -1.3% | +5.1% | +3.7% |
| 3M | +0.8% | -19.9% | +20.7% | +5.8% |
| 6M | +9.1% | -42.9% | +52.0% | +24.4% |
| YTD | +16.7% | -59.4% | +76.1% | +43.2% |
| 1Y | +19.7% | -56.8% | +76.5% | +43.8% |
| 3Y | +66.7% | -73.1% | +139.8% | +119.1% |
| 5Y | +48.7% | -70.1% | +118.8% | +82.9% |
| 10Y | +215.6% | +19.8% | +195.8% | +182.3% |
| All | +215.6% | +21.0% | +194.6% | +182.3% |
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