+1,077.4%
STX vs RVMD
+591.3%
+486.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | +9.6% | -0.7% | +10.3% | +9.7% |
| 30D | +10.6% | +0.3% | +10.3% | +10.5% |
| 3M | +4.8% | +38.9% | -34.1% | +0.6% |
| 6M | +137.3% | +108.1% | +29.1% | +115.1% |
| YTD | +222.5% | +160.7% | +61.7% | +180.5% |
| 1Y | +366.2% | +407.3% | -41.1% | +267.6% |
| 3Y | +1,352.9% | +546.6% | +806.3% | +971.0% |
| 5Y | +1,077.4% | +579.8% | +497.6% | +739.4% |
| All | +1,077.4% | +591.3% | +486.1% | +739.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling