+266.4%
STT vs RRC
+4.5%
+261.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +1.0% | -1.7% | +2.7% | +1.3% |
| 30D | +2.8% | +3.6% | -0.8% | +2.0% |
| 3M | +18.1% | +8.8% | +9.3% | +15.8% |
| 6M | +59.2% | +0.8% | +58.4% | +57.9% |
| YTD | +51.5% | +19.0% | +32.5% | +44.7% |
| 1Y | +75.7% | +22.9% | +52.7% | +66.1% |
| 3Y | +200.8% | +32.3% | +168.5% | +175.5% |
| 5Y | +155.8% | +151.6% | +4.2% | +95.1% |
| 10Y | +266.4% | +5.5% | +260.9% | +127.8% |
| All | +266.4% | +4.5% | +261.8% | +127.8% |
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