+6,228.6%
STT vs RRC
+1,414.2%
+4,814.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.6% |
| 7D | -2.5% | -10.8% | +8.3% | -0.9% |
| 30D | -5.0% | +22.3% | -27.3% | -7.8% |
| 3M | -10.5% | +26.6% | -37.1% | -13.7% |
| 6M | +10.0% | +18.9% | -8.9% | +6.7% |
| YTD | +30.7% | +39.2% | -8.5% | +23.6% |
| 1Y | +43.8% | +34.0% | +9.8% | +36.5% |
| 3Y | +168.1% | +42.0% | +126.1% | +150.0% |
| 5Y | +101.4% | +111.9% | -10.5% | +72.5% |
| 10Y | +211.3% | +62.8% | +148.5% | +141.5% |
| All | +6,228.6% | +1,414.2% | +4,814.4% | +4,167.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling