+1,078.7%
STX vs RVMD
+510.7%
+567.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -2.8% |
| 7D | +14.6% | -10.4% | +25.0% | +16.2% |
| 30D | -26.0% | -11.0% | -15.0% | -24.7% |
| 3M | -42.6% | -14.7% | -27.9% | -41.4% |
| 6M | -35.3% | +14.9% | -50.2% | -36.3% |
| YTD | +92.5% | +116.3% | -23.8% | +71.0% |
| 1Y | +102.4% | +167.6% | -65.2% | +74.5% |
| 3Y | +673.8% | +776.8% | -103.0% | +457.9% |
| 5Y | +463.1% | +424.8% | +38.3% | +305.5% |
| All | +1,078.7% | +510.7% | +567.9% | +661.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling