+54.7%
RSP vs STRL
+484.5%
-429.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.8% | -6.2% | -0.9% |
| 7D | -0.8% | +3.4% | -4.2% | -1.0% |
| 30D | -0.3% | -9.2% | +8.9% | +0.3% |
| 3M | +4.3% | -51.0% | +55.3% | +9.7% |
| 6M | +8.8% | +15.8% | -6.9% | +3.8% |
| YTD | +15.3% | +58.9% | -43.6% | +5.8% |
| 1Y | +18.3% | +68.5% | -50.2% | +6.8% |
| All | +54.7% | +484.5% | -429.8% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling