+266.4%
STT vs RUN
+43.6%
+222.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +0.5% |
| 7D | +1.0% | -1.8% | +2.8% | +1.1% |
| 30D | +2.8% | -10.8% | +13.6% | +3.9% |
| 3M | +18.1% | -30.2% | +48.3% | +22.0% |
| 6M | +59.2% | -22.3% | +81.5% | +61.3% |
| YTD | +51.5% | -52.2% | +103.6% | +59.8% |
| 1Y | +75.7% | -45.1% | +120.8% | +81.1% |
| 3Y | +200.8% | -37.1% | +237.9% | +165.0% |
| 5Y | +155.8% | -80.3% | +236.1% | +146.5% |
| 10Y | +266.4% | +45.2% | +221.2% | +123.6% |
| All | +266.4% | +43.6% | +222.8% | +123.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling