+268.2%
RMD vs STT
+264.2%
+4.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.8% |
| 7D | -4.5% | +2.2% | -6.6% | -5.1% |
| 30D | +4.6% | +3.9% | +0.7% | +3.4% |
| 3M | +14.8% | +19.2% | -4.4% | +8.8% |
| 6M | -12.1% | +60.4% | -72.5% | -23.8% |
| YTD | -7.5% | +51.5% | -58.9% | -18.5% |
| 1Y | -20.1% | +76.3% | -96.3% | -32.8% |
| 3Y | +53.9% | +200.7% | -146.9% | +9.5% |
| 5Y | -22.2% | +157.5% | -179.7% | -43.8% |
| 10Y | +268.2% | +262.0% | +6.2% | +123.5% |
| All | +268.2% | +264.2% | +4.1% | +123.5% |
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