+123.8%
STX vs RVTY
+74.0%
+49.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -2.5% | -5.7% | -7.8% |
| 7D | -20.2% | -3.6% | -16.6% | -19.8% |
| 30D | -37.2% | +1.4% | -38.6% | -37.2% |
| 3M | -34.1% | +43.2% | -77.2% | -36.0% |
| 6M | -24.5% | +84.5% | -108.9% | -30.5% |
| YTD | +102.9% | +65.2% | +37.7% | +78.4% |
| 1Y | +123.8% | +74.3% | +49.5% | +95.9% |
| All | +123.8% | +74.0% | +49.8% | +95.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling