+6,593.0%
STT vs RVTY
+2,959.8%
+3,633.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | +0.4% | -0.7% | +1.2% | +0.7% |
| 30D | -0.4% | +1.7% | -2.2% | -1.2% |
| 3M | -6.5% | +36.8% | -43.3% | -16.5% |
| 6M | +17.2% | +60.1% | -42.9% | -1.6% |
| YTD | +38.2% | +64.0% | -25.8% | +14.2% |
| 1Y | +49.3% | +68.2% | -18.9% | +22.1% |
| 3Y | +181.9% | +88.8% | +93.1% | +116.0% |
| 5Y | +106.9% | -10.5% | +117.5% | +99.6% |
| 10Y | +203.1% | +219.7% | -16.6% | +88.2% |
| All | +6,593.0% | +2,959.8% | +3,633.2% | +1,922.7% |
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 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