+627.7%
RSP vs STLA
+189.9%
+437.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -1.0% | -4.5% | +3.5% | -0.2% |
| 30D | +2.6% | -3.9% | +6.5% | +3.1% |
| 3M | -0.8% | -20.2% | +19.4% | +2.9% |
| 6M | +6.3% | -42.2% | +48.4% | +16.7% |
| YTD | +14.1% | -59.3% | +73.5% | +32.4% |
| 1Y | +18.0% | -56.1% | +74.1% | +34.5% |
| 3Y | +61.0% | -73.7% | +134.7% | +96.9% |
| 5Y | +45.6% | -70.3% | +115.9% | +70.6% |
| 10Y | +220.2% | +23.1% | +197.1% | +196.0% |
| All | +627.7% | +189.9% | +437.8% | +544.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling