-35.8%
STZ vs RVTY
+73.0%
-108.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.4% | +4.8% | +0.3% |
| 7D | +11.8% | -9.0% | +20.8% | +13.5% |
| 30D | +26.0% | -1.6% | +27.5% | +25.8% |
| 3M | +11.5% | +31.2% | -19.7% | +4.3% |
| 6M | -2.0% | +63.6% | -65.6% | -13.4% |
| YTD | +7.9% | +56.3% | -48.4% | -4.7% |
| 1Y | +13.9% | +63.3% | -49.4% | -0.8% |
| All | -35.8% | +73.0% | -108.9% | -45.2% |
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 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