+7,325.6%
STT vs RRC
+1,202.2%
+6,123.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.3% |
| 7D | +0.5% | +1.3% | -0.8% | +0.3% |
| 30D | +3.9% | +10.1% | -6.3% | +2.4% |
| 3M | +20.0% | +4.0% | +16.0% | +19.0% |
| 6M | +55.3% | +1.6% | +53.7% | +54.3% |
| YTD | +53.3% | +19.7% | +33.6% | +48.6% |
| 1Y | +74.7% | +21.4% | +53.3% | +68.6% |
| 3Y | +205.8% | +29.7% | +176.2% | +189.4% |
| 5Y | +145.0% | +153.9% | -8.9% | +105.1% |
| 10Y | +266.0% | +10.8% | +255.2% | +198.7% |
| All | +7,325.6% | +1,202.2% | +6,123.5% | +5,031.2% |
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