+213.2%
RSP vs STRL
+3,927.3%
-3,714.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.7% | -19.8% | +20.6% | +3.2% |
| 30D | +3.7% | -43.6% | +47.2% | +11.5% |
| 3M | +0.7% | -45.2% | +45.9% | +8.2% |
| 6M | +9.0% | -65.7% | +74.8% | +23.7% |
| YTD | +16.7% | -5.4% | +22.1% | +7.5% |
| 1Y | +19.0% | -24.7% | +43.6% | +13.5% |
| 3Y | +64.7% | +335.0% | -270.3% | +4.0% |
| 5Y | +49.6% | +915.3% | -865.7% | -24.8% |
| 10Y | +213.2% | +3,877.5% | -3,664.3% | +16.7% |
| All | +213.2% | +3,927.3% | -3,714.1% | +16.7% |
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