+7,325.6%
STT vs RRX
+3,904.5%
+3,421.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +0.5% | +3.4% | -3.0% | -1.0% |
| 30D | +3.9% | -11.1% | +15.0% | +9.1% |
| 3M | +20.0% | -23.7% | +43.7% | +31.8% |
| 6M | +55.3% | -22.0% | +77.3% | +65.9% |
| YTD | +53.3% | +16.5% | +36.9% | +35.5% |
| 1Y | +74.7% | +11.5% | +63.2% | +56.1% |
| 3Y | +205.8% | +1.5% | +204.3% | +166.3% |
| 5Y | +145.0% | +18.3% | +126.7% | +95.2% |
| 10Y | +266.0% | +209.8% | +56.2% | +89.0% |
| All | +7,325.6% | +3,904.5% | +3,421.1% | +2,307.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling