+15.6%
STZ vs RVTY
+66.4%
-50.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.7% |
| 7D | +2.6% | -0.5% | +3.0% | +2.6% |
| 30D | +15.2% | +1.5% | +13.7% | +14.9% |
| 3M | +7.6% | +31.5% | -23.8% | +5.3% |
| 6M | +5.3% | +62.7% | -57.4% | +1.0% |
| YTD | +8.6% | +60.0% | -51.3% | +3.0% |
| 1Y | +15.6% | +65.7% | -50.1% | +9.2% |
| All | +15.6% | +66.4% | -50.8% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling