+183.1%
STT vs RVMD
+781.3%
-598.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.1% |
| 7D | +4.8% | -10.4% | +15.2% | +6.0% |
| 30D | +3.9% | -11.0% | +14.9% | +5.1% |
| 3M | -8.2% | -14.7% | +6.6% | -6.8% |
| 6M | +15.6% | +14.9% | +0.7% | +13.5% |
| YTD | +37.6% | +116.3% | -78.7% | +22.6% |
| 1Y | +50.1% | +167.6% | -117.5% | +28.5% |
| 3Y | +183.1% | +776.8% | -593.7% | +78.8% |
| All | +183.1% | +781.3% | -598.2% | +78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling