+238.6%
STT vs RUN
-31.9%
+270.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +0.5% | +1.3% | -0.8% | +0.3% |
| 30D | +3.9% | -15.3% | +19.1% | +5.4% |
| 3M | +20.0% | -40.0% | +60.0% | +25.6% |
| 6M | +55.3% | -27.0% | +82.3% | +58.4% |
| YTD | +53.3% | -51.7% | +105.0% | +61.3% |
| 1Y | +74.7% | -45.9% | +120.6% | +80.0% |
| 3Y | +205.8% | -43.8% | +249.6% | +176.6% |
| 5Y | +145.0% | -80.5% | +225.5% | +136.7% |
| 10Y | +266.0% | +45.3% | +220.7% | +150.3% |
| All | +238.6% | -31.9% | +270.5% | +135.1% |
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