+1,383.2%
STX vs RVTY
+16.6%
+1,366.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.4% | +8.9% | +7.1% |
| 7D | +10.7% | +0.4% | +10.4% | +10.5% |
| 30D | +11.3% | +10.8% | +0.4% | +8.2% |
| 3M | +3.2% | +26.8% | -23.6% | -3.7% |
| 6M | +157.0% | +39.3% | +117.6% | +131.9% |
| YTD | +229.2% | +31.6% | +197.6% | +198.9% |
| 1Y | +381.8% | +47.7% | +334.2% | +321.1% |
| 3Y | +1,383.2% | +19.9% | +1,363.3% | +1,223.3% |
| All | +1,383.2% | +16.6% | +1,366.6% | +1,223.3% |
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