+215.6%
RSP vs STRL
+4,310.8%
-4,095.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +15.0% | -12.7% | +0.1% |
| 7D | +0.4% | -13.3% | +13.8% | +1.7% |
| 30D | +3.7% | -43.3% | +47.1% | +11.5% |
| 3M | +0.8% | -46.9% | +47.6% | +8.8% |
| 6M | +9.1% | -65.6% | +74.7% | +23.7% |
| YTD | +16.7% | -5.1% | +21.8% | +7.5% |
| 1Y | +19.7% | -23.1% | +42.8% | +13.8% |
| 3Y | +66.7% | +346.8% | -280.1% | +4.6% |
| 5Y | +48.7% | +907.2% | -858.5% | -25.1% |
| 10Y | +215.6% | +3,988.2% | -3,772.6% | +17.2% |
| All | +215.6% | +4,310.8% | -4,095.2% | +17.2% |
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