+673.8%
STX vs RRX
+64.5%
+609.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -2.0% |
| 7D | +14.6% | +4.3% | +10.3% | +12.6% |
| 30D | -26.0% | +12.3% | -38.3% | -29.4% |
| 3M | -42.6% | +3.7% | -46.3% | -43.4% |
| 6M | -35.3% | -13.9% | -21.4% | -31.0% |
| YTD | +92.5% | +26.5% | +66.0% | +70.9% |
| 1Y | +102.4% | +29.3% | +73.1% | +78.0% |
| 3Y | +673.8% | +65.6% | +608.3% | +508.2% |
| All | +673.8% | +64.5% | +609.3% | +508.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling