+263.8%
STLA vs RVTY
+556.3%
-292.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +2.6% | +1.1% | +1.5% | +2.0% |
| 30D | -1.2% | +13.2% | -14.5% | -6.7% |
| 3M | -24.8% | +27.2% | -52.0% | -33.2% |
| 6M | -25.6% | +32.4% | -58.0% | -35.6% |
| YTD | -48.9% | +34.9% | -83.8% | -56.7% |
| 1Y | -38.8% | +52.4% | -91.1% | -50.9% |
| 3Y | -64.5% | +12.3% | -76.8% | -68.1% |
| 5Y | -62.4% | -30.8% | -31.6% | -59.1% |
| 10Y | +55.4% | +150.7% | -95.3% | -3.3% |
| All | +263.8% | +556.3% | -292.5% | +111.1% |
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 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