+392.6%
STM vs RVTY
+206.3%
+186.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.8% | +1.6% | +2.7% |
| 7D | -10.7% | -1.2% | -9.5% | -9.9% |
| 30D | -25.7% | +1.0% | -26.8% | -26.0% |
| 3M | -21.6% | +35.8% | -57.4% | -35.7% |
| 6M | -27.8% | +56.7% | -84.5% | -47.0% |
| YTD | +61.8% | +60.7% | +1.0% | +14.7% |
| 1Y | +78.1% | +73.7% | +4.4% | +19.2% |
| 3Y | +4.9% | +82.8% | -77.9% | -36.2% |
| 5Y | -14.3% | -7.0% | -7.2% | -17.9% |
| All | +392.6% | +206.3% | +186.3% | +116.1% |
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 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