-5.4%
STM vs RSG
+100.8%
-106.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.0% | +0.2% |
| 7D | +16.3% | +1.4% | +14.9% | +16.1% |
| 30D | -6.3% | +15.0% | -21.3% | -8.6% |
| 3M | -14.1% | +18.5% | -32.6% | -16.9% |
| 6M | -19.6% | +25.8% | -45.4% | -24.8% |
| YTD | +80.1% | +20.8% | +59.3% | +70.4% |
| 1Y | +95.4% | +24.8% | +70.6% | +81.9% |
| 3Y | +14.7% | +65.9% | -51.2% | -11.2% |
| 5Y | -5.4% | +99.1% | -104.5% | -37.0% |
| All | -5.4% | +100.8% | -106.2% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling