+2,108.4%
STX vs RVTY
+219.6%
+1,888.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.5% | +10.5% | +10.2% |
| 7D | -1.0% | -0.7% | -0.2% | -0.3% |
| 30D | -26.8% | +1.7% | -28.5% | -26.8% |
| 3M | -32.7% | +36.8% | -69.5% | -40.4% |
| 6M | -33.7% | +60.1% | -93.8% | -45.4% |
| YTD | +101.0% | +64.0% | +37.0% | +61.5% |
| 1Y | +92.7% | +68.2% | +24.5% | +52.9% |
| 3Y | +708.7% | +88.8% | +619.9% | +487.3% |
| 5Y | +504.0% | -10.5% | +514.5% | +497.2% |
| 10Y | +2,108.4% | +219.7% | +1,888.7% | +1,081.2% |
| All | +2,108.4% | +219.6% | +1,888.8% | +1,081.2% |
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