+195.6%
STT vs RUN
-37.3%
+232.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +0.3% |
| 7D | +1.0% | -1.8% | +2.8% | +1.1% |
| 30D | +2.8% | -10.8% | +13.6% | +3.4% |
| 3M | +18.1% | -30.2% | +48.3% | +20.3% |
| 6M | +59.2% | -22.3% | +81.5% | +60.4% |
| YTD | +51.5% | -52.2% | +103.6% | +56.2% |
| 1Y | +75.7% | -45.1% | +120.8% | +79.1% |
| All | +195.6% | -37.3% | +232.9% | +169.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling