+1,808.6%
STM vs RVTY
+3,066.7%
-1,258.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.8% | +1.6% | +3.1% |
| 7D | -10.7% | -1.2% | -9.5% | -10.1% |
| 30D | -25.7% | +1.0% | -26.8% | -25.9% |
| 3M | -21.6% | +35.8% | -57.4% | -32.6% |
| 6M | -27.8% | +56.7% | -84.5% | -42.7% |
| YTD | +61.8% | +60.7% | +1.0% | +25.4% |
| 1Y | +78.1% | +73.7% | +4.4% | +32.6% |
| 3Y | +4.9% | +82.8% | -77.9% | -25.4% |
| 5Y | -14.3% | -7.0% | -7.2% | -17.3% |
| 10Y | +414.1% | +212.3% | +201.8% | +191.5% |
| All | +1,808.6% | +3,066.7% | -1,258.1% | +401.3% |
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