+156.6%
STT vs RRX
+17.8%
+138.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | -0.2% |
| 7D | -0.4% | -0.3% | -0.1% | -0.4% |
| 30D | +1.7% | -6.1% | +7.9% | +3.8% |
| 3M | +17.9% | -23.1% | +41.0% | +26.8% |
| 6M | +55.3% | -19.5% | +74.8% | +61.8% |
| YTD | +52.7% | +16.1% | +36.6% | +36.3% |
| 1Y | +75.7% | +12.9% | +62.7% | +57.4% |
| 3Y | +197.9% | +7.9% | +190.0% | +159.7% |
| All | +156.6% | +17.8% | +138.8% | +113.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling