+350.4%
STX vs RRX
+9.8%
+340.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.7% | -1.7% |
| 7D | +8.0% | -3.7% | +11.7% | +10.2% |
| 30D | +5.1% | -9.3% | +14.4% | +10.7% |
| 3M | +5.8% | -21.8% | +27.5% | +19.3% |
| 6M | +124.9% | -22.0% | +147.0% | +150.7% |
| YTD | +213.9% | +11.9% | +202.0% | +177.2% |
| 1Y | +350.4% | +11.6% | +338.8% | +305.7% |
| All | +350.4% | +9.8% | +340.6% | +305.7% |
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