+61.0%
RSP vs STLA
-74.0%
+135.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -1.0% | -4.5% | +3.5% | -0.4% |
| 30D | +2.6% | -3.9% | +6.5% | +3.0% |
| 3M | -0.8% | -20.2% | +19.4% | +2.3% |
| 6M | +6.3% | -42.2% | +48.4% | +15.0% |
| YTD | +14.1% | -59.3% | +73.5% | +29.9% |
| 1Y | +18.0% | -56.1% | +74.1% | +31.9% |
| 3Y | +61.0% | -73.7% | +134.7% | +85.3% |
| All | +61.0% | -74.0% | +135.1% | +85.3% |
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 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