+197.6%
STT vs RL
+369.1%
-171.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.3% |
| 7D | +1.1% | +1.3% | -0.2% | +0.5% |
| 30D | -1.9% | +7.6% | -9.5% | -4.9% |
| 3M | -7.6% | -1.5% | -6.1% | -7.4% |
| 6M | +16.0% | +12.1% | +3.9% | +9.0% |
| YTD | +36.2% | +13.9% | +22.3% | +26.3% |
| 1Y | +46.8% | +20.7% | +26.1% | +32.7% |
| 3Y | +177.8% | +260.6% | -82.8% | +48.9% |
| 5Y | +105.8% | +248.9% | -143.0% | +8.6% |
| 10Y | +197.6% | +355.9% | -158.3% | +29.2% |
| All | +197.6% | +369.1% | -171.5% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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