+657.6%
STM vs RVTY
+140.1%
+517.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +1.0% |
| 7D | +5.2% | +0.4% | +4.8% | +4.9% |
| 30D | -7.4% | +10.8% | -18.2% | -13.4% |
| 3M | -30.6% | +26.8% | -57.4% | -41.4% |
| 6M | +66.4% | +39.3% | +27.1% | +30.1% |
| YTD | +101.1% | +31.6% | +69.5% | +62.4% |
| 1Y | +97.4% | +47.7% | +49.7% | +45.7% |
| 3Y | +21.1% | +19.9% | +1.2% | -2.8% |
| 5Y | +22.5% | -32.3% | +54.8% | +46.1% |
| 10Y | +657.6% | +138.4% | +519.2% | +255.8% |
| All | +657.6% | +140.1% | +517.5% | +255.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling