+365.4%
STX vs RRX
+14.9%
+350.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.2% | +6.3% |
| 7D | +2.4% | +3.4% | -1.1% | +0.5% |
| 30D | +1.4% | -11.1% | +12.5% | +7.7% |
| 3M | -8.2% | -23.7% | +15.5% | +4.6% |
| 6M | +127.0% | -22.0% | +149.0% | +151.1% |
| YTD | +209.1% | +16.5% | +192.7% | +168.3% |
| 1Y | +365.4% | +11.5% | +353.9% | +327.3% |
| All | +365.4% | +14.9% | +350.5% | +327.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling