+1,972.8%
STX vs RSG
+452.6%
+1,520.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +14.6% | +2.5% | +12.1% | +14.0% |
| 30D | -26.0% | +12.7% | -38.7% | -28.4% |
| 3M | -42.6% | +17.9% | -60.5% | -45.3% |
| 6M | -35.3% | +25.0% | -60.3% | -40.5% |
| YTD | +92.5% | +20.8% | +71.7% | +77.4% |
| 1Y | +102.4% | +24.3% | +78.1% | +83.7% |
| 3Y | +673.8% | +65.3% | +608.6% | +492.2% |
| 5Y | +463.1% | +99.1% | +364.0% | +283.7% |
| All | +1,972.8% | +452.6% | +1,520.3% | +631.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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