+2.0%
RDW vs STT
+189.0%
-187.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -3.2% |
| 7D | +0.9% | -0.4% | +1.3% | +1.1% |
| 30D | -21.3% | +1.7% | -23.0% | -22.4% |
| 3M | -37.9% | +17.9% | -55.8% | -45.9% |
| 6M | +12.3% | +55.3% | -43.0% | -20.4% |
| YTD | +39.7% | +52.7% | -12.9% | +0.9% |
| 1Y | +25.7% | +75.7% | -50.0% | -17.7% |
| 3Y | +230.8% | +197.9% | +32.9% | +61.7% |
| 5Y | -8.8% | +158.8% | -167.5% | -54.1% |
| All | +2.0% | +189.0% | -187.0% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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