-12.0%
RSVR vs SPY
+121.7%
-133.7%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | 0.0% |
| 7D | -9.7% | -2.0% | -7.7% | -8.4% |
| 30D | -10.9% | -1.7% | -9.3% | -9.8% |
| 3M | -15.9% | +4.7% | -20.7% | -18.8% |
| 6M | -10.5% | +12.5% | -23.0% | -18.1% |
| YTD | +16.5% | +11.7% | +4.8% | +7.0% |
| 1Y | +13.1% | +17.5% | -4.4% | -0.1% |
| 3Y | +54.5% | +76.6% | -22.1% | +1.1% |
| 5Y | -7.6% | +82.0% | -89.7% | -43.5% |
| All | -12.0% | +121.7% | -133.7% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling