+340.6%
STRL vs RVTY
+85.4%
+255.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.2% |
| 7D | +15.7% | -0.5% | +16.1% | +16.1% |
| 30D | -35.5% | +1.5% | -37.0% | -35.2% |
| 3M | -47.1% | +31.5% | -78.6% | -53.3% |
| 6M | -65.8% | +62.7% | -128.4% | -72.8% |
| YTD | -4.5% | +60.0% | -64.5% | -24.8% |
| 1Y | -10.5% | +65.7% | -76.2% | -30.4% |
| 3Y | +340.6% | +85.2% | +255.4% | +212.9% |
| All | +340.6% | +85.4% | +255.2% | +212.9% |
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