+7,282.2%
STRL vs RVTY
+149.2%
+7,133.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.3% | +6.1% | +5.9% |
| 7D | +3.4% | +1.1% | +2.3% | +2.9% |
| 30D | -9.2% | +13.2% | -22.5% | -14.1% |
| 3M | -51.0% | +27.2% | -78.3% | -56.2% |
| 6M | +15.8% | +32.4% | -16.6% | +2.2% |
| YTD | +58.9% | +34.9% | +24.0% | +38.2% |
| 1Y | +68.5% | +52.4% | +16.2% | +39.8% |
| 3Y | +485.2% | +12.3% | +472.9% | +424.1% |
| 5Y | +2,005.1% | -30.8% | +2,035.9% | +2,157.6% |
| All | +7,282.2% | +149.2% | +7,133.1% | +3,664.0% |
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