+189.2%
STLA vs RVTY
+710.3%
-521.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -1.8% |
| 7D | -6.4% | +6.0% | -12.4% | -9.2% |
| 30D | -1.3% | +4.3% | -5.6% | -3.7% |
| 3M | -19.9% | +40.2% | -60.2% | -32.3% |
| 6M | -42.9% | +59.3% | -102.2% | -54.9% |
| YTD | -59.4% | +66.5% | -125.9% | -69.1% |
| 1Y | -56.8% | +77.5% | -134.3% | -68.2% |
| 3Y | -73.1% | +92.5% | -165.5% | -81.1% |
| 5Y | -70.1% | -6.8% | -63.3% | -71.8% |
| 10Y | +19.8% | +225.4% | -205.6% | -34.2% |
| All | +189.2% | +710.3% | -521.1% | +50.5% |
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 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