+74.7%
STT vs RRX
+14.9%
+59.8%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +0.5% | +3.4% | -3.0% | -0.2% |
| 30D | +3.9% | -11.1% | +15.0% | +6.2% |
| 3M | +20.0% | -23.7% | +43.7% | +24.9% |
| 6M | +55.3% | -22.0% | +77.3% | +59.2% |
| YTD | +53.3% | +16.5% | +36.9% | +40.5% |
| 1Y | +74.7% | +11.5% | +63.2% | +61.2% |
| All | +74.7% | +14.9% | +59.8% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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