-20.1%
RMD vs STT
+74.0%
-94.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.9% |
| 7D | -4.5% | +2.2% | -6.6% | -5.0% |
| 30D | +4.6% | +3.9% | +0.7% | +3.4% |
| 3M | +14.8% | +19.2% | -4.4% | +8.3% |
| 6M | -12.1% | +60.4% | -72.5% | -25.4% |
| YTD | -7.5% | +51.5% | -58.9% | -19.9% |
| 1Y | -20.1% | +76.3% | -96.3% | -34.6% |
| All | -20.1% | +74.0% | -94.0% | -34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling