+1,077.4%
STX vs RRX
+16.5%
+1,060.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -0.9% |
| 7D | +9.6% | -0.7% | +10.3% | +9.9% |
| 30D | +10.6% | -8.0% | +18.6% | +15.0% |
| 3M | +4.8% | -25.1% | +29.8% | +18.7% |
| 6M | +137.3% | -18.3% | +155.5% | +157.0% |
| YTD | +222.5% | +14.2% | +208.3% | +198.1% |
| 1Y | +366.2% | +13.0% | +353.2% | +331.7% |
| 3Y | +1,352.9% | +4.2% | +1,348.7% | +1,227.1% |
| 5Y | +1,077.4% | +17.9% | +1,059.6% | +904.8% |
| All | +1,077.4% | +16.5% | +1,060.9% | +904.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling