+7,325.6%
STT vs RVTY
+2,416.7%
+4,909.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.6% |
| 3M | +20.0% | +27.2% | -7.3% | +9.7% |
| 6M | +55.3% | +32.4% | +22.9% | +39.2% |
| YTD | +53.3% | +34.9% | +18.5% | +36.2% |
| 1Y | +74.7% | +52.4% | +22.3% | +48.2% |
| 3Y | +205.8% | +12.3% | +193.5% | +178.6% |
| 5Y | +145.0% | -30.8% | +175.8% | +159.1% |
| 10Y | +266.0% | +150.7% | +115.3% | +147.9% |
| All | +7,325.6% | +2,416.7% | +4,909.0% | +2,311.8% |
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