+60.1%
STLD vs RVTY
+74.0%
-13.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.6% | -2.6% |
| 7D | -3.9% | -3.6% | -0.4% | -3.3% |
| 30D | -0.4% | +1.4% | -1.7% | -0.7% |
| 3M | -9.2% | +43.2% | -52.4% | -15.6% |
| 6M | +5.0% | +84.5% | -79.5% | -9.7% |
| YTD | +42.8% | +65.2% | -22.4% | +24.4% |
| 1Y | +60.1% | +74.3% | -14.2% | +38.0% |
| All | +60.1% | +74.0% | -13.9% | +38.0% |
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 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