+937.9%
STRL vs RVTY
-15.1%
+953.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.3% |
| 7D | +15.7% | -0.5% | +16.1% | +16.1% |
| 30D | -35.5% | +1.5% | -37.0% | -35.3% |
| 3M | -47.1% | +31.5% | -78.6% | -52.5% |
| 6M | -65.8% | +62.7% | -128.4% | -71.9% |
| YTD | -4.5% | +60.0% | -64.5% | -21.8% |
| 1Y | -10.5% | +65.7% | -76.2% | -27.6% |
| 3Y | +340.6% | +85.2% | +255.4% | +233.7% |
| All | +937.9% | -15.1% | +953.0% | +875.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling