+203.9%
STT vs RUN
-33.9%
+237.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.3% |
| 7D | +4.8% | -13.5% | +18.3% | +6.2% |
| 30D | +3.9% | +18.3% | -14.4% | +1.7% |
| 3M | -8.2% | -12.5% | +4.3% | -7.5% |
| 6M | +15.6% | -40.3% | +55.9% | +20.3% |
| YTD | +37.6% | -53.1% | +90.7% | +44.4% |
| 1Y | +50.1% | -54.3% | +104.4% | +57.6% |
| 3Y | +183.1% | -6.5% | +189.6% | +139.7% |
| 5Y | +104.8% | -85.3% | +190.1% | +104.7% |
| 10Y | +201.9% | +68.9% | +133.0% | +104.1% |
| All | +203.9% | -33.9% | +237.8% | +110.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling