+213.4%
RSP vs STLD
+868.9%
-655.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.8% | -0.5% |
| 7D | -1.0% | -11.1% | +10.1% | +2.2% |
| 30D | +2.6% | -4.8% | +7.4% | +3.8% |
| 3M | -0.8% | -14.6% | +13.8% | +3.1% |
| 6M | +6.3% | -7.4% | +13.7% | +7.3% |
| YTD | +14.1% | +32.6% | -18.4% | +3.0% |
| 1Y | +18.0% | +47.3% | -29.3% | +3.1% |
| 3Y | +61.0% | +107.5% | -46.5% | +23.3% |
| 5Y | +45.6% | +268.8% | -223.2% | -11.1% |
| All | +213.4% | +868.9% | -655.5% | +31.3% |
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