+3,343.4%
STX vs RRX
+228.4%
+3,115.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.7% | -7.4% | -5.4% |
| 7D | -2.3% | -0.3% | -1.9% | -2.2% |
| 30D | -5.5% | -6.1% | +0.7% | -2.6% |
| 3M | -4.3% | -23.1% | +18.8% | +7.3% |
| 6M | +115.6% | -19.5% | +135.1% | +135.3% |
| YTD | +202.2% | +16.1% | +186.1% | +175.5% |
| 1Y | +325.3% | +12.9% | +312.4% | +291.3% |
| 3Y | +1,283.9% | +7.9% | +1,276.0% | +1,122.7% |
| 5Y | +1,048.3% | +19.1% | +1,029.2% | +837.0% |
| All | +3,343.4% | +228.4% | +3,115.0% | +1,417.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling