+594.4%
STM vs RSG
+2,310.6%
-1,716.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +12.0% | +2.5% | +9.5% | +10.9% |
| 30D | -0.4% | +12.7% | -13.1% | -5.7% |
| 3M | -13.2% | +17.9% | -31.1% | -19.6% |
| 6M | -26.1% | +25.0% | -51.1% | -34.1% |
| YTD | +81.2% | +20.8% | +60.4% | +63.3% |
| 1Y | +98.3% | +24.3% | +74.0% | +76.4% |
| 3Y | +16.7% | +65.3% | -48.5% | -9.2% |
| 5Y | -4.8% | +99.1% | -103.9% | -32.0% |
| 10Y | +468.8% | +452.4% | +16.4% | +171.1% |
| All | +594.4% | +2,310.6% | -1,716.2% | +95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling