+365.4%
STX vs RVTY
+57.1%
+308.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.3% | +6.7% | +6.4% |
| 7D | +2.4% | +1.1% | +1.3% | +2.1% |
| 30D | +1.4% | +13.2% | -11.8% | -0.8% |
| 3M | -8.2% | +27.2% | -35.5% | -12.4% |
| 6M | +127.0% | +32.4% | +94.6% | +111.7% |
| YTD | +209.1% | +34.9% | +174.3% | +175.8% |
| 1Y | +365.4% | +52.4% | +313.1% | +285.7% |
| All | +365.4% | +57.1% | +308.3% | +285.7% |
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