+154.5%
STT vs RVTY
-30.5%
+185.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +0.5% | +1.1% | -0.6% | +0.1% |
| 30D | +3.9% | +13.2% | -9.4% | -0.5% |
| 3M | +20.0% | +27.2% | -7.3% | +9.8% |
| 6M | +55.3% | +32.4% | +22.9% | +39.1% |
| YTD | +53.3% | +34.9% | +18.5% | +36.0% |
| 1Y | +74.7% | +52.4% | +22.3% | +47.3% |
| 3Y | +205.8% | +12.3% | +193.5% | +181.1% |
| All | +154.5% | -30.5% | +185.0% | +153.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling