+215.7%
RSP vs STLD
+802.0%
-586.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.5% |
| 7D | -0.3% | -0.5% | +0.2% | -0.2% |
| 30D | +4.4% | -0.1% | +4.5% | +4.3% |
| 3M | +1.3% | -9.2% | +10.4% | +3.5% |
| 6M | +10.0% | +1.8% | +8.2% | +8.1% |
| YTD | +17.6% | +42.1% | -24.5% | +4.0% |
| 1Y | +19.2% | +58.5% | -39.3% | +2.0% |
| 3Y | +66.0% | +128.2% | -62.2% | +23.5% |
| 5Y | +50.4% | +288.2% | -237.8% | -9.6% |
| 10Y | +215.7% | +799.8% | -584.1% | +32.3% |
| All | +215.7% | +802.0% | -586.4% | +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