+2,071.0%
STX vs RVTY
+217.6%
+1,853.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.6% | +6.2% | +8.4% |
| 7D | -14.8% | +6.0% | -20.8% | -16.3% |
| 30D | -35.4% | +4.3% | -39.6% | -36.0% |
| 3M | -37.7% | +40.2% | -77.9% | -45.3% |
| 6M | -35.2% | +59.3% | -94.5% | -46.5% |
| YTD | +84.4% | +66.5% | +17.9% | +47.3% |
| 1Y | +82.3% | +77.5% | +4.8% | +41.5% |
| 3Y | +646.2% | +92.5% | +553.7% | +437.8% |
| 5Y | +487.4% | -6.8% | +494.2% | +471.3% |
| 10Y | +2,071.0% | +225.4% | +1,845.7% | +1,055.8% |
| All | +2,071.0% | +217.6% | +1,853.4% | +1,055.8% |
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