+54.7%
RSP vs STLA
-64.3%
+119.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | -0.8% | +2.6% | -3.3% | -1.2% |
| 30D | -0.3% | -1.2% | +0.9% | -0.3% |
| 3M | +4.3% | -24.8% | +29.0% | +8.9% |
| 6M | +8.8% | -25.6% | +34.4% | +13.4% |
| YTD | +15.3% | -48.9% | +64.2% | +27.2% |
| 1Y | +18.3% | -38.8% | +57.0% | +24.7% |
| All | +54.7% | -64.3% | +119.0% | +70.4% |
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 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