+292.6%
STLD vs RVTY
-30.5%
+323.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +3.1% | +1.1% | +2.0% | +2.8% |
| 30D | -9.0% | +13.2% | -22.2% | -12.6% |
| 3M | -12.4% | +27.2% | -39.6% | -19.2% |
| 6M | +25.5% | +32.4% | -6.9% | +13.6% |
| YTD | +43.6% | +34.9% | +8.8% | +28.4% |
| 1Y | +87.2% | +52.4% | +34.8% | +60.4% |
| 3Y | +135.2% | +12.3% | +123.0% | +117.2% |
| All | +292.6% | -30.5% | +323.2% | +296.1% |
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