+1,269.7%
STT vs RL
+1,366.2%
-96.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.9% | -0.7% |
| 7D | +0.5% | -0.8% | +1.3% | +0.8% |
| 30D | +3.9% | -7.8% | +11.6% | +7.3% |
| 3M | +20.0% | -4.0% | +24.0% | +21.2% |
| 6M | +55.3% | -1.9% | +57.2% | +53.9% |
| YTD | +53.3% | -0.2% | +53.5% | +50.5% |
| 1Y | +74.7% | +10.7% | +64.0% | +63.3% |
| 3Y | +205.8% | +210.8% | -4.9% | +74.7% |
| 5Y | +145.0% | +238.2% | -93.2% | +30.4% |
| 10Y | +266.0% | +313.4% | -47.4% | +62.7% |
| All | +1,269.7% | +1,366.2% | -96.5% | +225.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling