+264.3%
STT vs RSG
+428.9%
-164.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.6% |
| 7D | -0.4% | 0.0% | -0.5% | -0.4% |
| 30D | +1.7% | +4.0% | -2.2% | -0.8% |
| 3M | +17.9% | +7.4% | +10.5% | +11.8% |
| 6M | +55.3% | +0.1% | +55.2% | +53.2% |
| YTD | +52.7% | +6.0% | +46.6% | +44.3% |
| 1Y | +75.7% | -3.0% | +78.6% | +75.8% |
| 3Y | +197.9% | +56.5% | +141.4% | +102.2% |
| 5Y | +158.8% | +90.9% | +67.8% | +45.4% |
| All | +264.3% | +428.9% | -164.7% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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