+194.4%
STT vs RRC
+71.8%
+122.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | +5.1% | +2.5% | +2.6% | +4.6% |
| 30D | -0.2% | +21.1% | -21.4% | -4.4% |
| 3M | -8.1% | +28.4% | -36.5% | -13.1% |
| 6M | +16.6% | +26.5% | -9.8% | +10.3% |
| YTD | +37.8% | +47.0% | -9.2% | +25.6% |
| 1Y | +46.8% | +35.2% | +11.6% | +35.9% |
| 3Y | +181.2% | +61.0% | +120.2% | +146.9% |
| 5Y | +105.1% | +133.6% | -28.5% | +59.3% |
| All | +194.4% | +71.8% | +122.6% | +64.0% |
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