+157.5%
STT vs RPRX
+74.2%
+83.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.3% | +4.0% | +0.3% |
| 7D | +2.2% | -2.8% | +5.0% | +3.0% |
| 30D | +3.9% | +7.2% | -3.3% | +1.7% |
| 3M | +19.2% | +10.9% | +8.3% | +15.3% |
| 6M | +60.4% | +34.6% | +25.8% | +46.0% |
| YTD | +51.5% | +59.0% | -7.5% | +30.9% |
| 1Y | +76.3% | +72.5% | +3.8% | +47.7% |
| 3Y | +200.7% | +124.1% | +76.7% | +127.3% |
| 5Y | +157.5% | +75.9% | +81.5% | +119.4% |
| All | +157.5% | +74.2% | +83.3% | +119.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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