+157.5%
STT vs RUN
-80.3%
+237.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -4.9% | -1.5% |
| 7D | +2.2% | +10.2% | -8.0% | +1.3% |
| 30D | +3.9% | -9.6% | +13.5% | +4.7% |
| 3M | +19.2% | -31.5% | +50.7% | +22.5% |
| 6M | +60.4% | -18.7% | +79.1% | +61.4% |
| YTD | +51.5% | -49.9% | +101.3% | +57.5% |
| 1Y | +76.3% | -45.5% | +121.8% | +80.9% |
| 3Y | +200.7% | -34.1% | +234.8% | +169.3% |
| 5Y | +157.5% | -79.4% | +236.9% | +150.4% |
| All | +157.5% | -80.3% | +237.8% | +150.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling