+8,153.7%
STLD vs RVTY
+1,820.8%
+6,332.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +3.1% | +1.1% | +2.0% | +2.7% |
| 30D | -9.0% | +13.2% | -22.2% | -13.5% |
| 3M | -12.4% | +27.2% | -39.6% | -20.9% |
| 6M | +25.5% | +32.4% | -6.9% | +10.9% |
| YTD | +43.6% | +34.9% | +8.8% | +25.1% |
| 1Y | +87.2% | +52.4% | +34.8% | +54.9% |
| 3Y | +135.2% | +12.3% | +123.0% | +111.0% |
| 5Y | +290.9% | -30.8% | +321.7% | +313.6% |
| 10Y | +1,113.5% | +150.7% | +962.8% | +646.4% |
| All | +8,153.7% | +1,820.8% | +6,332.9% | +2,852.4% |
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