+103.1%
STT vs RL
+239.2%
-136.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.3% |
| 7D | +4.8% | +2.6% | +2.2% | +3.7% |
| 30D | +3.9% | +2.9% | +1.0% | +2.7% |
| 3M | -8.2% | 0.0% | -8.2% | -8.4% |
| 6M | +15.6% | +17.1% | -1.5% | +7.4% |
| YTD | +37.6% | +10.1% | +27.5% | +30.2% |
| 1Y | +50.1% | +17.3% | +32.8% | +38.1% |
| 3Y | +183.1% | +249.3% | -66.3% | +54.6% |
| All | +103.1% | +239.2% | -136.1% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling