+1,092.8%
STX vs RSG
+89.5%
+1,003.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.0% | -2.7% |
| 7D | +8.0% | -1.8% | +9.8% | +7.8% |
| 30D | +5.1% | +2.8% | +2.3% | +5.3% |
| 3M | +5.8% | +4.3% | +1.5% | +5.7% |
| 6M | +124.9% | -0.5% | +125.5% | +126.8% |
| YTD | +213.9% | +5.2% | +208.7% | +211.2% |
| 1Y | +350.4% | -2.1% | +352.5% | +355.7% |
| 3Y | +1,314.2% | +56.5% | +1,257.7% | +1,073.2% |
| 5Y | +1,092.8% | +89.5% | +1,003.3% | +810.5% |
| All | +1,092.8% | +89.5% | +1,003.3% | +810.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling