+6,495.0%
STT vs RVTY
+2,976.2%
+3,518.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.8% |
| 7D | +1.1% | -2.7% | +3.8% | +2.0% |
| 30D | -1.9% | +3.2% | -5.1% | -3.1% |
| 3M | -7.6% | +37.2% | -44.8% | -17.6% |
| 6M | +16.0% | +57.7% | -41.7% | -2.1% |
| YTD | +36.2% | +64.8% | -28.7% | +12.3% |
| 1Y | +46.8% | +72.8% | -26.0% | +19.0% |
| 3Y | +177.8% | +89.8% | +88.0% | +112.4% |
| 5Y | +105.8% | -8.4% | +114.3% | +97.0% |
| 10Y | +197.6% | +219.5% | -21.9% | +84.8% |
| All | +6,495.0% | +2,976.2% | +3,518.8% | +1,889.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling