+673.8%
STX vs RSG
+66.5%
+607.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +14.6% | +2.5% | +12.1% | +16.5% |
| 30D | -26.0% | +12.7% | -38.7% | -19.4% |
| 3M | -42.6% | +17.9% | -60.5% | -35.5% |
| 6M | -35.3% | +25.0% | -60.3% | -25.6% |
| YTD | +92.5% | +20.8% | +71.7% | +119.6% |
| 1Y | +102.4% | +24.3% | +78.1% | +129.8% |
| 3Y | +673.8% | +65.3% | +608.6% | +652.3% |
| All | +673.8% | +66.5% | +607.4% | +652.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling