+262.0%
STT vs RVTY
+140.1%
+121.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.3% |
| 7D | +2.2% | +0.4% | +1.8% | +2.0% |
| 30D | +3.9% | +10.8% | -6.9% | -0.5% |
| 3M | +19.2% | +26.8% | -7.6% | +7.2% |
| 6M | +60.4% | +39.3% | +21.1% | +37.3% |
| YTD | +51.5% | +31.6% | +19.8% | +32.2% |
| 1Y | +76.3% | +47.7% | +28.6% | +45.5% |
| 3Y | +200.7% | +19.9% | +180.8% | +159.3% |
| 5Y | +157.5% | -32.3% | +189.8% | +184.3% |
| 10Y | +262.0% | +138.4% | +123.5% | +96.6% |
| All | +262.0% | +140.1% | +121.9% | +96.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling