+828.4%
STT vs RSG
+2,015.2%
-1,186.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.6% |
| 7D | +0.5% | +0.3% | +0.2% | +0.4% |
| 30D | +3.9% | +7.6% | -3.7% | +0.6% |
| 3M | +20.0% | +7.4% | +12.5% | +15.8% |
| 6M | +55.3% | -3.3% | +58.6% | +56.1% |
| YTD | +53.3% | +6.0% | +47.3% | +48.1% |
| 1Y | +74.7% | -3.7% | +78.4% | +75.2% |
| 3Y | +205.8% | +59.1% | +146.7% | +145.2% |
| 5Y | +145.0% | +89.0% | +56.0% | +81.6% |
| 10Y | +266.0% | +412.5% | -146.5% | +85.0% |
| All | +828.4% | +2,015.2% | -1,186.8% | +187.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling