+219.5%
RVTY vs SPY
+304.1%
-84.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | -2.7% | -0.6% | -2.1% | -2.1% |
| 30D | +3.2% | -3.7% | +6.9% | +7.2% |
| 3M | +37.2% | -2.7% | +39.9% | +41.0% |
| 6M | +57.7% | +2.2% | +55.5% | +54.1% |
| YTD | +64.8% | +10.8% | +54.0% | +49.6% |
| 1Y | +72.8% | +11.2% | +61.6% | +56.3% |
| 3Y | +89.8% | +76.5% | +13.3% | +11.3% |
| 5Y | -8.4% | +72.9% | -81.4% | -45.5% |
| 10Y | +219.5% | +304.8% | -85.4% | -17.7% |
| All | +219.5% | +304.1% | -84.6% | -17.7% |
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