+189.9%
STLA vs RVTY
+682.0%
-492.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.1% | -1.5% |
| 7D | -4.5% | -1.2% | -3.3% | -4.5% |
| 30D | -3.9% | +1.0% | -4.9% | -4.8% |
| 3M | -20.2% | +35.8% | -56.0% | -31.5% |
| 6M | -42.2% | +56.7% | -98.9% | -54.0% |
| YTD | -59.3% | +60.7% | -120.0% | -68.6% |
| 1Y | -56.1% | +73.7% | -129.7% | -67.3% |
| 3Y | -73.7% | +82.8% | -156.4% | -81.0% |
| 5Y | -70.3% | -7.0% | -63.3% | -72.0% |
| 10Y | +23.1% | +212.3% | -189.2% | -31.1% |
| All | +189.9% | +682.0% | -492.2% | +53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling