+98.8%
STM vs RSG
-2.0%
+100.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -0.9% | -2.0% |
| 7D | -1.1% | -1.8% | +0.7% | -2.3% |
| 30D | -7.8% | +2.8% | -10.6% | -5.8% |
| 3M | -28.2% | +4.3% | -32.5% | -25.4% |
| 6M | +52.0% | -0.5% | +52.5% | +57.4% |
| YTD | +96.4% | +5.2% | +91.2% | +104.2% |
| 1Y | +98.8% | -2.1% | +101.0% | +103.7% |
| All | +98.8% | -2.0% | +100.9% | +103.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling