+1,120.4%
RSP vs STLD
+11,487.9%
-10,367.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.6% | +4.7% | -0.7% |
| 7D | -1.4% | -12.5% | +11.0% | +2.3% |
| 30D | +2.1% | -6.8% | +9.0% | +4.0% |
| 3M | -0.9% | -16.4% | +15.4% | +3.6% |
| 6M | +7.5% | -6.1% | +13.6% | +8.2% |
| YTD | +14.6% | +32.0% | -17.4% | +3.9% |
| 1Y | +17.6% | +45.5% | -27.9% | +3.6% |
| 3Y | +60.8% | +106.5% | -45.7% | +24.7% |
| 5Y | +46.1% | +267.2% | -221.0% | -7.8% |
| 10Y | +221.4% | +878.9% | -657.5% | +40.6% |
| All | +1,120.4% | +11,487.9% | -10,367.5% | +122.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling