+197.9%
STT vs RVMD
+620.8%
-423.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | 0.0% |
| 7D | -1.4% | -3.6% | +2.2% | -0.9% |
| 30D | +2.2% | -1.1% | +3.2% | +2.3% |
| 3M | +18.8% | +41.0% | -22.2% | +13.1% |
| 6M | +57.9% | +105.7% | -47.8% | +40.7% |
| YTD | +51.0% | +155.3% | -104.3% | +28.8% |
| 1Y | +77.1% | +402.7% | -325.6% | +35.4% |
| 3Y | +199.8% | +533.1% | -333.3% | +112.5% |
| 5Y | +156.0% | +583.5% | -427.6% | +67.2% |
| All | +197.9% | +620.8% | -423.0% | +60.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling