+53.0%
STLD vs RVTY
+68.7%
-15.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | -0.5% | -0.7% | +0.3% | -0.3% |
| 30D | -0.1% | +1.7% | -1.8% | -0.4% |
| 3M | -9.2% | +36.8% | -46.0% | -14.7% |
| 6M | +1.8% | +60.1% | -58.3% | -8.6% |
| YTD | +42.1% | +64.0% | -21.8% | +23.5% |
| All | +53.0% | +68.7% | -15.6% | +30.8% |
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