+262.1%
STT vs RRX
+228.4%
+33.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | -0.6% |
| 7D | -0.4% | -0.3% | -0.1% | -0.3% |
| 30D | +1.7% | -6.1% | +7.9% | +4.6% |
| 3M | +17.9% | -23.1% | +41.0% | +30.1% |
| 6M | +55.3% | -19.5% | +74.8% | +63.9% |
| YTD | +52.7% | +16.1% | +36.6% | +30.9% |
| 1Y | +75.7% | +12.9% | +62.7% | +51.2% |
| 3Y | +197.9% | +7.9% | +190.0% | +140.6% |
| 5Y | +157.2% | +19.1% | +138.1% | +86.1% |
| All | +262.1% | +228.4% | +33.7% | +38.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling