+588.0%
STX vs RVTY
+78.0%
+510.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -2.0% |
| 7D | -28.5% | -1.2% | -27.3% | -28.0% |
| 30D | -42.9% | +1.0% | -43.9% | -42.7% |
| 3M | -45.9% | +35.8% | -81.7% | -50.1% |
| 6M | -41.3% | +56.7% | -98.0% | -48.5% |
| YTD | +67.9% | +60.7% | +7.2% | +43.6% |
| 1Y | +66.5% | +73.7% | -7.2% | +38.3% |
| 3Y | +588.0% | +82.8% | +505.2% | +455.0% |
| All | +588.0% | +78.0% | +510.0% | +455.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling