+1.5%
STLA vs RVTY
+211.6%
-210.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.6% | -0.2% |
| 7D | -13.8% | -0.5% | -13.3% | -13.6% |
| 30D | -10.5% | +1.5% | -12.1% | -11.7% |
| 3M | -28.9% | +31.5% | -60.3% | -39.2% |
| 6M | -49.7% | +62.7% | -112.4% | -62.0% |
| YTD | -64.9% | +60.0% | -124.9% | -73.8% |
| 1Y | -64.0% | +65.7% | -129.7% | -73.7% |
| 3Y | -77.4% | +85.2% | -162.6% | -84.8% |
| 5Y | -74.4% | -14.9% | -59.5% | -74.8% |
| All | +1.5% | +211.6% | -210.1% | -60.0% |
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