+210.3%
RSP vs STRL
+3,816.9%
-3,606.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.8% |
| 7D | +1.8% | +23.4% | -21.7% | -1.4% |
| 30D | +3.5% | -39.5% | +43.0% | +10.1% |
| 3M | +0.2% | -45.1% | +45.3% | +7.7% |
| 6M | +9.1% | -64.6% | +73.7% | +23.3% |
| YTD | +16.6% | -1.5% | +18.1% | +6.8% |
| 1Y | +17.9% | -20.8% | +38.7% | +11.7% |
| 3Y | +64.6% | +353.1% | -288.5% | +3.2% |
| 5Y | +48.4% | +942.9% | -894.5% | -25.6% |
| All | +210.3% | +3,816.9% | -3,606.5% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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