+16,011.1%
STX vs RVTY
+1,818.1%
+14,193.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.3% | +6.7% | +6.5% |
| 7D | +2.4% | +1.1% | +1.3% | +1.8% |
| 30D | +1.4% | +13.2% | -11.8% | -4.3% |
| 3M | -8.2% | +27.2% | -35.5% | -18.4% |
| 6M | +127.0% | +32.4% | +94.6% | +96.4% |
| YTD | +209.1% | +34.9% | +174.3% | +162.6% |
| 1Y | +365.4% | +52.4% | +313.1% | +272.0% |
| 3Y | +1,135.4% | +12.3% | +1,123.1% | +984.3% |
| 5Y | +991.5% | -30.8% | +1,022.3% | +1,080.4% |
| 10Y | +3,695.8% | +150.7% | +3,545.1% | +1,972.9% |
| All | +16,011.1% | +1,818.1% | +14,193.0% | +3,694.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling