-1.0%
RVI vs SPY
+12.2%
-13.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.1% | -2.8% |
| 7D | -5.6% | -0.6% | -5.0% | -4.8% |
| 30D | -20.3% | -3.7% | -16.6% | -14.3% |
| 3M | -26.3% | -2.7% | -23.5% | -22.2% |
| 6M | -46.8% | +2.2% | -49.0% | -47.8% |
| All | -1.0% | +12.2% | -13.2% | -12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling