+1,972.8%
STX vs RMD
+347.3%
+1,625.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.2% |
| 7D | +14.6% | +2.1% | +12.5% | +14.1% |
| 30D | -26.0% | +2.1% | -28.0% | -26.5% |
| 3M | -42.6% | +6.2% | -48.9% | -43.8% |
| 6M | -35.3% | +19.4% | -54.7% | -39.3% |
| YTD | +92.5% | +0.5% | +91.9% | +89.3% |
| 1Y | +102.4% | -3.9% | +106.3% | +101.8% |
| 3Y | +673.8% | +72.5% | +601.3% | +522.5% |
| 5Y | +463.1% | -1.5% | +464.6% | +435.9% |
| All | +1,972.8% | +347.3% | +1,625.5% | +1,124.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 10y: compounded portfolio wealth divided by compounded RMD 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…
10y analysis · Full analysis span regression · 6 months rolling