-40.7%
STLA vs RVTY
+43.7%
-84.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.7% | -0.9% |
| 7D | +0.4% | -5.4% | +5.8% | +2.4% |
| 30D | -5.2% | +6.7% | -11.9% | -7.5% |
| 3M | -24.9% | +19.0% | -43.9% | -29.9% |
| 6M | -25.2% | +34.6% | -59.8% | -34.1% |
| YTD | -51.4% | +28.3% | -79.7% | -57.9% |
| 1Y | -40.7% | +46.0% | -86.7% | -54.5% |
| All | -40.7% | +43.7% | -84.4% | -54.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling