+74.7%
STT vs RVMD
+430.6%
-355.9%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +0.5% | +1.0% | -0.5% | +0.4% |
| 30D | +3.9% | +6.4% | -2.6% | +3.6% |
| 3M | +20.0% | +34.9% | -14.9% | +18.8% |
| 6M | +55.3% | +107.6% | -52.2% | +51.7% |
| YTD | +53.3% | +163.7% | -110.3% | +50.0% |
| 1Y | +74.7% | +439.2% | -364.5% | +59.9% |
| All | +74.7% | +430.6% | -355.9% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling