+9,818.1%
STZ vs RVTY
+1,520.7%
+8,297.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -1.9% | +1.1% | -3.0% | -2.1% |
| 30D | -1.9% | +13.2% | -15.1% | -4.1% |
| 3M | -6.2% | +27.2% | -33.5% | -10.4% |
| 6M | -14.0% | +32.4% | -46.4% | -18.7% |
| YTD | -5.1% | +34.9% | -40.0% | -10.9% |
| 1Y | -9.6% | +52.4% | -61.9% | -17.0% |
| 3Y | -47.2% | +12.3% | -59.5% | -49.6% |
| 5Y | -33.6% | -30.8% | -2.8% | -32.1% |
| 10Y | -9.8% | +150.7% | -160.4% | -26.4% |
| All | +9,818.1% | +1,520.7% | +8,297.5% | +6,500.9% |
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 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