+644.6%
STM vs RSG
+425.0%
+219.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -0.9% | -1.2% |
| 7D | -1.1% | -1.8% | +0.7% | -0.1% |
| 30D | -7.8% | +2.8% | -10.6% | -9.3% |
| 3M | -28.2% | +4.3% | -32.5% | -31.0% |
| 6M | +52.0% | -0.5% | +52.5% | +49.0% |
| YTD | +96.4% | +5.2% | +91.2% | +85.4% |
| 1Y | +98.8% | -2.1% | +101.0% | +95.8% |
| 3Y | +18.3% | +56.5% | -38.2% | -18.7% |
| 5Y | +17.7% | +89.5% | -71.8% | -31.6% |
| All | +644.6% | +425.0% | +219.6% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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