+48.4%
RSP vs STLA
-74.2%
+122.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.1% | +5.2% | +0.4% |
| 7D | +1.8% | -13.1% | +14.8% | +4.7% |
| 30D | +3.5% | -13.3% | +16.7% | +6.3% |
| 3M | +0.2% | -27.9% | +28.1% | +6.6% |
| 6M | +9.1% | -47.8% | +57.0% | +24.1% |
| YTD | +16.6% | -64.6% | +81.2% | +42.8% |
| 1Y | +17.9% | -64.0% | +81.9% | +43.4% |
| 3Y | +64.6% | -76.8% | +141.5% | +115.4% |
| 5Y | +48.4% | -74.2% | +122.6% | +76.7% |
| All | +48.4% | -74.2% | +122.6% | +76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling