+76.3%
STT vs RRC
+20.2%
+56.0%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.2% |
| 7D | +2.2% | -1.2% | +3.4% | +2.1% |
| 30D | +3.9% | +9.4% | -5.5% | +4.2% |
| 3M | +19.2% | +7.4% | +11.8% | +19.5% |
| 6M | +60.4% | +1.5% | +58.9% | +59.7% |
| YTD | +51.5% | +19.4% | +32.1% | +48.8% |
| 1Y | +76.3% | +24.2% | +52.1% | +82.0% |
| All | +76.3% | +20.2% | +56.0% | +82.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling