-29.4%
STZ vs RVTY
-7.4%
-22.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -2.3% |
| 7D | +4.9% | -1.2% | +6.1% | +4.9% |
| 30D | +20.9% | +1.0% | +19.8% | +20.2% |
| 3M | +8.0% | +35.8% | -27.9% | +0.9% |
| 6M | -5.3% | +56.7% | -62.0% | -14.5% |
| YTD | +5.9% | +60.7% | -54.8% | -5.7% |
| 1Y | +14.2% | +73.7% | -59.5% | -0.2% |
| 3Y | -37.0% | +82.8% | -119.7% | -45.8% |
| All | -29.4% | -7.4% | -22.0% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling