+103.1%
STT vs RPRX
+86.5%
+16.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.4% |
| 7D | +4.8% | +3.3% | +1.4% | +3.8% |
| 30D | +3.9% | +17.9% | -14.0% | -0.9% |
| 3M | -8.2% | +19.2% | -27.4% | -12.9% |
| 6M | +15.6% | +31.7% | -16.1% | +6.0% |
| YTD | +37.6% | +82.5% | -44.8% | +13.4% |
| 1Y | +50.1% | +78.4% | -28.3% | +24.5% |
| 3Y | +183.1% | +177.0% | +6.1% | +95.2% |
| All | +103.1% | +86.5% | +16.6% | +71.7% |
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