-4.6%
STM vs RVTY
-15.1%
+10.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.4% |
| 7D | +12.0% | -0.5% | +12.5% | +12.3% |
| 30D | -0.4% | +1.5% | -1.9% | -0.8% |
| 3M | -13.2% | +31.5% | -44.6% | -25.0% |
| 6M | -26.1% | +62.7% | -88.7% | -43.8% |
| YTD | +81.2% | +60.0% | +21.2% | +36.6% |
| 1Y | +98.3% | +65.7% | +32.6% | +45.8% |
| 3Y | +16.7% | +85.2% | -68.5% | -23.7% |
| All | -4.6% | -15.1% | +10.5% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling