+50.1%
STT vs RVMD
+162.9%
-112.8%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | 0.0% |
| 7D | +4.8% | -10.4% | +15.2% | +5.2% |
| 30D | +3.9% | -11.0% | +14.9% | +4.4% |
| 3M | -8.2% | -14.7% | +6.6% | -7.6% |
| 6M | +15.6% | +14.9% | +0.7% | +15.5% |
| YTD | +37.6% | +116.3% | -78.7% | +39.1% |
| 1Y | +50.1% | +167.6% | -117.5% | +54.1% |
| All | +50.1% | +162.9% | -112.8% | +54.1% |
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