+208.0%
RSP vs STLD
+1,105.0%
-897.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | -0.8% | +3.1% | -3.9% | -1.7% |
| 30D | -0.3% | -9.0% | +8.7% | +2.1% |
| 3M | +4.3% | -12.4% | +16.6% | +7.6% |
| 6M | +8.8% | +25.5% | -16.7% | +0.6% |
| YTD | +15.3% | +43.6% | -28.4% | +2.0% |
| 1Y | +18.3% | +87.2% | -68.9% | -3.6% |
| 3Y | +52.8% | +135.2% | -82.4% | +13.0% |
| 5Y | +51.7% | +290.9% | -239.2% | -8.7% |
| All | +208.0% | +1,105.0% | -897.1% | +19.2% |
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