+45.4%
RSP vs STRL
+779.4%
-734.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.8% | -0.7% |
| 7D | -1.0% | -26.9% | +25.9% | +1.6% |
| 30D | +2.6% | -52.7% | +55.3% | +10.0% |
| 3M | -0.8% | -52.8% | +52.1% | +6.1% |
| 6M | +6.3% | -71.5% | +77.7% | +18.7% |
| YTD | +14.1% | -17.4% | +31.6% | +7.6% |
| 1Y | +18.0% | -35.0% | +53.0% | +14.9% |
| 3Y | +61.0% | +239.2% | -178.2% | +8.9% |
| All | +45.4% | +779.4% | -734.0% | -30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling