+7,518.6%
STLD vs RVTY
+2,188.9%
+5,329.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.4% | -0.6% |
| 7D | -11.1% | -1.2% | -9.9% | -10.9% |
| 30D | -4.8% | +1.0% | -5.8% | -5.4% |
| 3M | -14.6% | +35.8% | -50.4% | -24.8% |
| 6M | -7.4% | +56.7% | -64.1% | -23.6% |
| YTD | +32.6% | +60.7% | -28.1% | +7.1% |
| 1Y | +47.3% | +73.7% | -26.4% | +15.3% |
| 3Y | +107.5% | +82.8% | +24.8% | +54.1% |
| 5Y | +268.8% | -7.0% | +275.9% | +245.5% |
| 10Y | +883.3% | +212.3% | +671.0% | +452.0% |
| All | +7,518.6% | +2,188.9% | +5,329.7% | +2,429.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling