+45.4%
RSP vs STLD
+255.4%
-210.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.8% | -0.5% |
| 7D | -1.0% | -11.1% | +10.1% | +1.7% |
| 30D | +2.6% | -4.8% | +7.4% | +3.6% |
| 3M | -0.8% | -14.6% | +13.8% | +2.5% |
| 6M | +6.3% | -7.4% | +13.7% | +7.1% |
| YTD | +14.1% | +32.6% | -18.4% | +4.5% |
| 1Y | +18.0% | +47.3% | -29.3% | +5.1% |
| 3Y | +61.0% | +107.5% | -46.5% | +28.1% |
| All | +45.4% | +255.4% | -210.0% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling