+239.2%
STRL vs RVTY
+78.0%
+161.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.6% | +2.1% |
| 7D | -26.9% | -1.2% | -25.7% | -25.9% |
| 30D | -52.7% | +1.0% | -53.7% | -52.4% |
| 3M | -52.8% | +35.8% | -88.7% | -59.1% |
| 6M | -71.5% | +56.7% | -128.2% | -77.0% |
| YTD | -17.4% | +60.7% | -78.2% | -35.3% |
| 1Y | -35.0% | +73.7% | -108.6% | -50.4% |
| 3Y | +239.2% | +82.8% | +156.5% | +133.1% |
| All | +239.2% | +78.0% | +161.3% | +133.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling