+2,238.3%
RVT vs SPY
+2,954.7%
-716.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.4% |
| 7D | -0.5% | -2.7% | +2.2% | +2.0% |
| 30D | -1.3% | -5.4% | +4.1% | +3.7% |
| 3M | -8.3% | -4.1% | -4.2% | -4.9% |
| 6M | -7.4% | +0.7% | -8.1% | -7.9% |
| YTD | +9.5% | +8.7% | +0.8% | +1.8% |
| 1Y | +16.1% | +10.9% | +5.2% | +6.1% |
| 3Y | +71.1% | +75.0% | -3.9% | +5.0% |
| 5Y | +29.7% | +67.8% | -38.1% | -16.8% |
| 10Y | +223.5% | +312.9% | -89.3% | -0.8% |
| All | +2,238.3% | +2,954.7% | -716.4% | +103.1% |
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