+3,343.4%
STX vs RSG
+428.9%
+2,914.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -3.9% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -5.5% | +4.0% | -9.4% | -6.7% |
| 3M | -4.3% | +7.4% | -11.7% | -7.6% |
| 6M | +115.6% | +0.1% | +115.5% | +112.4% |
| YTD | +202.2% | +6.0% | +196.2% | +188.8% |
| 1Y | +325.3% | -3.0% | +328.3% | +321.1% |
| 3Y | +1,283.9% | +56.5% | +1,227.4% | +950.5% |
| 5Y | +1,048.3% | +90.9% | +957.4% | +665.9% |
| All | +3,343.4% | +428.9% | +2,914.5% | +954.9% |
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