+73.7%
STT vs RRX
+11.1%
+62.7%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.1% |
| 7D | -1.4% | -3.7% | +2.4% | -0.6% |
| 30D | +2.2% | -9.3% | +11.5% | +4.1% |
| 3M | +18.8% | -21.8% | +40.6% | +22.9% |
| 6M | +57.9% | -22.0% | +79.9% | +61.7% |
| YTD | +51.0% | +11.9% | +39.1% | +39.8% |
| All | +73.7% | +11.1% | +62.7% | +61.6% |
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