+201.0%
STT vs RRC
+63.1%
+137.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.2% |
| 7D | +0.9% | -10.3% | +11.2% | +3.1% |
| 30D | -2.3% | +19.5% | -21.8% | -6.1% |
| 3M | -7.0% | +27.9% | -34.9% | -12.0% |
| 6M | +15.5% | +21.2% | -5.7% | +10.1% |
| YTD | +35.6% | +39.6% | -4.0% | +24.8% |
| 1Y | +47.9% | +31.3% | +16.6% | +37.6% |
| 3Y | +181.1% | +51.9% | +129.1% | +149.7% |
| 5Y | +108.2% | +110.2% | -2.0% | +65.0% |
| 10Y | +201.0% | +56.7% | +144.3% | +70.6% |
| All | +201.0% | +63.1% | +137.9% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling