+9,423.5%
STX vs RVTY
+2,244.5%
+7,179.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.4% |
| 7D | -17.3% | -2.7% | -14.6% | -15.9% |
| 30D | -35.9% | +3.2% | -39.2% | -36.4% |
| 3M | -37.3% | +37.2% | -74.5% | -45.7% |
| 6M | -35.8% | +57.7% | -93.5% | -48.4% |
| YTD | +82.7% | +64.8% | +17.9% | +41.7% |
| 1Y | +71.6% | +72.8% | -1.2% | +29.9% |
| 3Y | +635.3% | +89.8% | +545.5% | +411.9% |
| 5Y | +483.8% | -8.4% | +492.2% | +456.4% |
| 10Y | +1,967.8% | +219.5% | +1,748.3% | +910.4% |
| All | +9,423.5% | +2,244.5% | +7,179.0% | +1,948.1% |
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