+205.2%
STT vs RUN
-30.6%
+235.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.6% | +1.1% |
| 7D | +0.4% | +3.2% | -2.7% | -0.1% |
| 30D | -0.4% | +19.5% | -19.9% | -2.6% |
| 3M | -6.5% | -9.6% | +3.1% | -6.1% |
| 6M | +17.2% | -37.3% | +54.5% | +21.3% |
| YTD | +38.2% | -50.7% | +88.9% | +44.3% |
| 1Y | +49.3% | -54.1% | +103.4% | +56.7% |
| 3Y | +181.9% | -3.9% | +185.8% | +138.3% |
| 5Y | +106.9% | -84.4% | +191.3% | +105.5% |
| 10Y | +203.1% | +77.5% | +125.6% | +104.0% |
| All | +205.2% | -30.6% | +235.7% | +110.3% |
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