+285.7%
STLD vs RVTY
-11.6%
+297.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | +6.9% | +4.1% | +2.8% | +5.6% |
| 30D | -1.5% | +1.3% | -2.8% | -2.0% |
| 3M | -9.7% | +33.3% | -43.0% | -17.7% |
| 6M | +2.3% | +58.3% | -56.0% | -12.3% |
| YTD | +41.0% | +62.7% | -21.7% | +18.7% |
| 1Y | +51.8% | +67.2% | -15.4% | +26.5% |
| 3Y | +126.4% | +87.3% | +39.1% | +76.9% |
| 5Y | +285.7% | -13.4% | +299.1% | +271.8% |
| All | +285.7% | -11.6% | +297.3% | +271.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling