+52.0%
STT vs RUN
-53.7%
+105.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.1% |
| 7D | -0.1% | +18.5% | -18.5% | -1.2% |
| 30D | -1.7% | +15.5% | -17.2% | -2.7% |
| 3M | -6.4% | -20.3% | +13.9% | -5.3% |
| 6M | +17.7% | -30.8% | +48.5% | +19.3% |
| YTD | +36.9% | -52.2% | +89.1% | +41.1% |
| 1Y | +52.0% | -53.9% | +105.9% | +56.9% |
| All | +52.0% | -53.7% | +105.8% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling