+56.6%
STLD vs RVTY
+74.8%
-18.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.0% | +4.8% | +4.0% |
| 7D | -4.7% | -2.7% | -2.0% | -4.2% |
| 30D | -0.9% | +3.2% | -4.2% | -1.6% |
| 3M | -11.9% | +37.2% | -49.1% | -17.2% |
| 6M | +0.9% | +57.7% | -56.8% | -8.8% |
| YTD | +40.4% | +64.8% | -24.4% | +22.3% |
| 1Y | +56.6% | +72.8% | -16.3% | +34.0% |
| All | +56.6% | +74.8% | -18.2% | +34.0% |
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