+21.1%
STM vs RRX
+16.5%
+4.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | +0.6% |
| 7D | +1.7% | -0.7% | +2.4% | +2.1% |
| 30D | -5.2% | -8.0% | +2.8% | -0.6% |
| 3M | -29.6% | -25.1% | -4.6% | -17.9% |
| 6M | +54.4% | -18.3% | +72.6% | +71.0% |
| YTD | +99.5% | +14.2% | +85.4% | +82.9% |
| 1Y | +100.8% | +13.0% | +87.7% | +82.6% |
| 3Y | +20.2% | +4.2% | +16.0% | +7.5% |
| 5Y | +21.1% | +17.9% | +3.3% | +1.9% |
| All | +21.1% | +16.5% | +4.6% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 5y: compounded portfolio wealth divided by compounded RRX 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…
5y analysis · Full analysis span regression · 6 months rolling