+19.8%
STLA vs RVTY
+217.6%
-197.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -2.0% |
| 7D | -6.4% | +6.0% | -12.4% | -9.5% |
| 30D | -1.3% | +4.3% | -5.6% | -4.0% |
| 3M | -19.9% | +40.2% | -60.2% | -33.8% |
| 6M | -42.9% | +59.3% | -102.2% | -56.4% |
| YTD | -59.4% | +66.5% | -125.9% | -70.3% |
| 1Y | -56.8% | +77.5% | -134.3% | -69.6% |
| 3Y | -73.1% | +92.5% | -165.5% | -82.2% |
| 5Y | -70.1% | -6.8% | -63.3% | -71.9% |
| 10Y | +19.8% | +225.4% | -205.6% | -57.1% |
| All | +19.8% | +217.6% | -197.8% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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