+698.5%
STX vs RSP
+65.1%
+633.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | 0.0% |
| 7D | +16.8% | +1.8% | +15.1% | +14.5% |
| 30D | -27.0% | +3.5% | -30.5% | -29.7% |
| 3M | -37.9% | +0.2% | -38.1% | -37.9% |
| 6M | -32.5% | +9.1% | -41.6% | -40.4% |
| YTD | +98.6% | +16.6% | +82.0% | +60.9% |
| 1Y | +93.6% | +17.9% | +75.7% | +54.9% |
| All | +698.5% | +65.1% | +633.4% | +337.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 RSP 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