-4.7%
RMD vs STT
+47.3%
-52.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.7% |
| 7D | +1.2% | +0.9% | +0.3% | +0.9% |
| 30D | +2.5% | -2.3% | +4.8% | +3.0% |
| 3M | +11.5% | -7.0% | +18.5% | +13.1% |
| 6M | +14.7% | +15.5% | -0.8% | +7.7% |
| YTD | -1.3% | +35.6% | -36.9% | -13.1% |
| All | -4.7% | +47.3% | -52.1% | -18.4% |
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