+97.4%
STM vs RVTY
+48.7%
+48.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.1% |
| 7D | +5.2% | +0.4% | +4.8% | +5.1% |
| 30D | -7.4% | +10.8% | -18.2% | -9.9% |
| 3M | -30.6% | +26.8% | -57.4% | -35.9% |
| 6M | +66.4% | +39.3% | +27.1% | +46.4% |
| YTD | +101.1% | +31.6% | +69.5% | +81.5% |
| 1Y | +97.4% | +47.7% | +49.7% | +67.2% |
| All | +97.4% | +48.7% | +48.7% | +67.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling