+141.6%
RVTY vs SPY
+312.5%
-170.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.1% |
| 7D | -5.4% | -0.4% | -5.1% | -5.1% |
| 30D | +6.7% | -1.4% | +8.1% | +8.2% |
| 3M | +19.0% | +3.7% | +15.3% | +14.6% |
| 6M | +34.6% | +13.0% | +21.6% | +19.6% |
| YTD | +28.3% | +12.4% | +15.9% | +14.8% |
| 1Y | +46.0% | +18.5% | +27.5% | +24.4% |
| 3Y | +16.9% | +77.6% | -60.8% | -32.2% |
| 5Y | -32.9% | +81.7% | -114.6% | -61.9% |
| 10Y | +141.6% | +319.7% | -178.0% | -41.1% |
| All | +141.6% | +312.5% | -170.9% | -41.1% |
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 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