+215.8%
RVTY vs SPY
+307.0%
-91.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.3% |
| 7D | -0.5% | +2.6% | -3.1% | -2.9% |
| 30D | +1.5% | -2.0% | +3.5% | +3.6% |
| 3M | +31.5% | -2.8% | +34.2% | +35.2% |
| 6M | +62.7% | +2.1% | +60.5% | +59.1% |
| YTD | +60.0% | +11.5% | +48.5% | +44.3% |
| 1Y | +65.7% | +13.5% | +52.2% | +47.1% |
| 3Y | +85.2% | +77.7% | +7.5% | +7.8% |
| 5Y | -14.9% | +72.6% | -87.5% | -49.3% |
| All | +215.8% | +307.0% | -91.2% | -18.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling