+16.6%
STZ vs RVTY
+74.8%
-58.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | +5.3% | -2.7% | +8.0% | +5.4% |
| 30D | +19.6% | +3.2% | +16.4% | +19.3% |
| 3M | +10.0% | +37.2% | -27.2% | +7.3% |
| 6M | -0.3% | +57.7% | -58.0% | -3.9% |
| YTD | +8.6% | +64.8% | -56.3% | +2.5% |
| 1Y | +16.6% | +72.8% | -56.2% | +10.9% |
| All | +16.6% | +74.8% | -58.2% | +10.9% |
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