+201.0%
STT vs RVTY
+217.6%
-16.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.6% | -0.4% | +1.8% |
| 7D | +0.9% | +6.0% | -5.1% | -1.5% |
| 30D | -2.3% | +4.3% | -6.6% | -4.1% |
| 3M | -7.0% | +40.2% | -47.2% | -19.4% |
| 6M | +15.5% | +59.3% | -43.8% | -6.0% |
| YTD | +35.6% | +66.5% | -30.9% | +7.2% |
| 1Y | +47.9% | +77.5% | -29.6% | +13.5% |
| 3Y | +181.1% | +92.5% | +88.6% | +98.4% |
| 5Y | +108.2% | -6.8% | +115.0% | +99.6% |
| 10Y | +201.0% | +225.4% | -24.4% | +53.9% |
| All | +201.0% | +217.6% | -16.6% | +53.9% |
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