+35.1%
RVI vs SPY
+13.1%
+22.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +1.4% |
| 7D | +4.7% | -2.0% | +6.7% | +8.9% |
| 30D | +1.0% | -1.7% | +2.6% | +4.4% |
| 3M | -24.5% | +4.7% | -29.3% | -30.8% |
| 6M | +26.0% | +12.5% | +13.5% | +11.0% |
| All | +35.1% | +13.1% | +22.0% | +17.9% |
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