+3,699.0%
STX vs RVTY
+140.7%
+3,558.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.4% | +8.9% | +7.4% |
| 7D | +10.7% | +0.4% | +10.4% | +10.4% |
| 30D | +11.3% | +10.8% | +0.4% | +6.7% |
| 3M | +3.2% | +26.8% | -23.6% | -6.9% |
| 6M | +157.0% | +39.3% | +117.6% | +121.3% |
| YTD | +229.2% | +31.6% | +197.6% | +187.2% |
| 1Y | +381.8% | +47.7% | +334.2% | +298.8% |
| 3Y | +1,383.2% | +19.9% | +1,363.3% | +1,183.3% |
| 5Y | +1,144.9% | -32.3% | +1,177.2% | +1,272.0% |
| All | +3,699.0% | +140.7% | +3,558.4% | +1,968.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling