+3,877.5%
STRL vs RVTY
+212.9%
+3,664.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.1% |
| 7D | -19.8% | -2.7% | -17.1% | -18.3% |
| 30D | -43.6% | +3.2% | -46.8% | -43.8% |
| 3M | -45.2% | +37.2% | -82.4% | -52.1% |
| 6M | -65.7% | +57.7% | -123.4% | -71.9% |
| YTD | -5.4% | +64.8% | -70.3% | -24.2% |
| 1Y | -24.7% | +72.8% | -97.5% | -40.8% |
| 3Y | +335.0% | +89.8% | +245.2% | +217.3% |
| 5Y | +915.3% | -8.4% | +923.7% | +866.7% |
| 10Y | +3,877.5% | +219.5% | +3,658.0% | +1,958.7% |
| All | +3,877.5% | +212.9% | +3,664.5% | +1,958.7% |
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