+215.6%
RSP vs STLD
+779.4%
-563.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.1% | +0.2% | +1.7% |
| 7D | +0.4% | -9.7% | +10.1% | +3.3% |
| 30D | +3.7% | -4.5% | +8.3% | +4.9% |
| 3M | +0.8% | -13.1% | +13.9% | +4.3% |
| 6M | +9.1% | -2.8% | +11.8% | +8.6% |
| YTD | +16.7% | +35.3% | -18.6% | +4.7% |
| 1Y | +19.7% | +51.4% | -31.7% | +3.7% |
| 3Y | +66.7% | +117.9% | -51.2% | +25.7% |
| 5Y | +48.7% | +272.6% | -223.9% | -9.6% |
| 10Y | +215.6% | +782.2% | -566.6% | +32.3% |
| All | +215.6% | +779.4% | -563.8% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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