+347.8%
RMD vs STT
+202.1%
+145.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | +2.3% | -2.5% | +4.8% | +3.1% |
| 30D | +4.1% | -5.0% | +9.1% | +5.7% |
| 3M | +5.7% | -10.0% | +15.7% | +8.8% |
| 6M | +12.9% | +10.6% | +2.3% | +9.2% |
| YTD | -1.5% | +31.4% | -32.9% | -9.7% |
| 1Y | -4.8% | +44.5% | -49.3% | -15.1% |
| 3Y | +57.5% | +169.5% | -112.0% | +15.7% |
| 5Y | -5.5% | +102.5% | -108.0% | -26.9% |
| All | +347.8% | +202.1% | +145.7% | +203.1% |
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