+183.1%
STT vs RRX
+64.5%
+118.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.1% | +0.5% |
| 7D | +4.8% | +4.3% | +0.4% | +3.5% |
| 30D | +3.9% | +12.3% | -8.4% | +0.2% |
| 3M | -8.2% | +3.7% | -11.8% | -9.6% |
| 6M | +15.6% | -13.9% | +29.5% | +17.8% |
| YTD | +37.6% | +26.5% | +11.2% | +21.3% |
| 1Y | +50.1% | +29.3% | +20.8% | +31.0% |
| 3Y | +183.1% | +65.6% | +117.5% | +118.7% |
| All | +183.1% | +64.5% | +118.6% | +118.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling