+21.1%
STM vs RSG
+90.2%
-69.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | -5.2% | +3.7% | -8.8% | -6.0% |
| 3M | -29.6% | +6.2% | -35.8% | -31.3% |
| 6M | +54.4% | -2.8% | +57.1% | +55.4% |
| YTD | +99.5% | +5.9% | +93.6% | +93.5% |
| 1Y | +100.8% | -1.8% | +102.5% | +100.7% |
| 3Y | +20.2% | +57.5% | -37.3% | -8.0% |
| 5Y | +21.1% | +91.1% | -69.9% | -19.0% |
| All | +21.1% | +90.2% | -69.1% | -19.0% |
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