+518.6%
RVMD vs SPXS
-79.1%
+597.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -1.3% |
| 7D | -3.6% | +6.4% | -9.9% | -1.1% |
| 30D | -1.1% | +6.0% | -7.1% | +1.3% |
| 3M | +41.0% | -11.6% | +52.7% | +35.2% |
| 6M | +105.7% | -28.7% | +134.4% | +83.9% |
| YTD | +155.3% | -26.3% | +181.6% | +131.9% |
| 1Y | +402.7% | -34.9% | +437.6% | +338.6% |
| All | +518.6% | -79.1% | +597.8% | +201.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling