+41.4%
RVI vs SPY
+14.3%
+27.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.5% | +9.1% | +9.6% |
| 7D | +11.9% | +0.5% | +11.4% | +10.5% |
| 30D | +5.4% | -0.9% | +6.3% | +7.3% |
| 3M | -23.2% | +3.9% | -27.1% | -28.3% |
| 6M | +41.4% | +14.5% | +26.9% | +20.7% |
| All | +41.4% | +14.3% | +27.1% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling