+12,054.0%
STRL vs RVTY
+2,373.6%
+9,680.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.5% | +5.1% |
| 7D | +7.1% | -0.7% | +7.9% | +7.6% |
| 30D | -39.4% | +1.7% | -41.1% | -39.3% |
| 3M | -43.0% | +36.8% | -79.8% | -46.8% |
| 6M | -65.0% | +60.1% | -125.1% | -68.5% |
| YTD | -0.8% | +64.0% | -64.7% | -11.1% |
| 1Y | -20.3% | +68.2% | -88.5% | -29.0% |
| 3Y | +356.5% | +88.8% | +267.7% | +292.2% |
| 5Y | +952.8% | -10.5% | +963.4% | +936.0% |
| 10Y | +3,877.1% | +219.7% | +3,657.4% | +2,953.6% |
| All | +12,054.0% | +2,373.6% | +9,680.4% | +6,179.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling