+215.7%
RSP vs STRL
+4,073.8%
-3,858.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.1% | +0.1% |
| 7D | -0.3% | +7.1% | -7.4% | -1.5% |
| 30D | +4.4% | -39.4% | +43.8% | +11.1% |
| 3M | +1.3% | -43.0% | +44.2% | +8.2% |
| 6M | +10.0% | -65.0% | +75.0% | +24.5% |
| YTD | +17.6% | -0.8% | +18.4% | +7.6% |
| 1Y | +19.2% | -20.3% | +39.5% | +12.8% |
| 3Y | +66.0% | +356.5% | -290.5% | +4.0% |
| 5Y | +50.4% | +952.8% | -902.4% | -24.8% |
| 10Y | +215.7% | +3,877.1% | -3,661.4% | +16.6% |
| All | +215.7% | +4,073.8% | -3,858.1% | +16.6% |
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