+476.2%
STX vs RRX
+9.8%
+466.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +69.6% |
| 1Y | +102.4% | +29.3% | +73.1% | +76.4% |
| 3Y | +673.8% | +65.6% | +608.3% | +465.7% |
| All | +476.2% | +9.8% | +466.4% | +385.3% |
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 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