+42,387.6%
RMD vs STT
+3,309.7%
+39,078.0%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | +2.3% | -2.5% | +4.8% | +2.9% |
| 30D | +4.1% | -5.0% | +9.1% | +5.4% |
| 3M | +5.7% | -10.5% | +16.2% | +8.5% |
| 6M | +12.9% | +10.0% | +2.9% | +10.0% |
| YTD | -1.5% | +30.7% | -32.2% | -8.2% |
| 1Y | -4.8% | +43.8% | -48.5% | -13.3% |
| 3Y | +57.5% | +168.1% | -110.6% | +22.2% |
| 5Y | -5.5% | +101.4% | -106.9% | -23.0% |
| 10Y | +357.8% | +211.3% | +146.5% | +218.8% |
| All | +42,387.6% | +3,309.7% | +39,078.0% | +14,178.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling