+267.4%
STT vs RPRX
+66.6%
+200.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | +0.5% | +5.1% | -4.6% | -0.5% |
| 30D | +3.9% | +11.2% | -7.3% | +1.6% |
| 3M | +20.0% | +16.7% | +3.2% | +16.0% |
| 6M | +55.3% | +36.0% | +19.3% | +45.3% |
| YTD | +53.3% | +67.8% | -14.5% | +37.3% |
| 1Y | +74.7% | +76.7% | -2.0% | +54.3% |
| 3Y | +205.8% | +128.1% | +77.7% | +153.6% |
| 5Y | +145.0% | +82.9% | +62.1% | +114.2% |
| All | +267.4% | +66.6% | +200.7% | +219.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling