+1,750.7%
STX vs RVMD
+622.3%
+1,128.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.8% |
| 7D | -2.3% | -3.0% | +0.7% | -1.9% |
| 30D | -5.5% | -0.7% | -4.7% | -5.5% |
| 3M | -4.3% | +36.5% | -40.8% | -8.0% |
| 6M | +115.6% | +104.6% | +11.0% | +95.3% |
| YTD | +202.2% | +155.8% | +46.4% | +162.6% |
| 1Y | +325.3% | +340.7% | -15.4% | +242.0% |
| 3Y | +1,283.9% | +519.9% | +764.0% | +924.7% |
| 5Y | +1,048.3% | +584.9% | +463.4% | +696.2% |
| All | +1,750.7% | +622.3% | +1,128.4% | +1,068.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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