+17,056.4%
STX vs RSG
+2,544.3%
+14,512.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.5% | +7.0% | +6.7% |
| 7D | +10.7% | -0.7% | +11.5% | +11.1% |
| 30D | +11.3% | +3.3% | +8.0% | +9.2% |
| 3M | +3.2% | +8.5% | -5.2% | -2.8% |
| 6M | +157.0% | -3.5% | +160.5% | +154.3% |
| YTD | +229.2% | +5.5% | +223.7% | +208.9% |
| 1Y | +381.8% | -1.7% | +383.6% | +365.6% |
| 3Y | +1,383.2% | +56.9% | +1,326.3% | +984.0% |
| 5Y | +1,144.9% | +89.4% | +1,055.5% | +702.3% |
| 10Y | +3,676.0% | +412.5% | +3,263.5% | +1,226.3% |
| All | +17,056.4% | +2,544.3% | +14,512.0% | +2,479.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling