+2,438.5%
RVT vs SPY
+3,091.8%
-653.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -1.2% | +0.1% | -1.2% | -1.2% |
| 3M | +3.5% | +2.0% | +1.5% | +1.7% |
| 6M | +5.6% | +13.0% | -7.4% | -5.1% |
| YTD | +18.9% | +13.5% | +5.3% | +6.3% |
| 1Y | +24.7% | +20.0% | +4.7% | +6.3% |
| 3Y | +69.5% | +77.2% | -7.7% | +2.9% |
| 5Y | +49.8% | +81.9% | -32.1% | -10.5% |
| 10Y | +226.9% | +314.1% | -87.2% | -0.3% |
| All | +2,438.5% | +3,091.8% | -653.3% | +112.1% |
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