+605.1%
RVMD vs SPXS
-97.5%
+702.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | -0.7% |
| 7D | -3.0% | +2.5% | -5.5% | -2.0% |
| 30D | -0.7% | +4.2% | -4.9% | +0.9% |
| 3M | +36.5% | -9.3% | +45.9% | +32.6% |
| 6M | +104.6% | -30.7% | +135.3% | +82.9% |
| YTD | +155.8% | -28.1% | +183.9% | +132.6% |
| 1Y | +340.7% | -35.1% | +375.7% | +289.2% |
| 3Y | +519.9% | -79.6% | +599.5% | +302.4% |
| 5Y | +584.9% | -86.3% | +671.2% | +364.7% |
| All | +605.1% | -97.5% | +702.6% | +244.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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