+2,109.0%
RVTY vs SPY
+2,954.7%
-845.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.5% |
| 7D | -1.2% | -2.7% | +1.5% | +1.4% |
| 30D | +1.0% | -5.4% | +6.4% | +6.6% |
| 3M | +35.8% | -4.1% | +39.9% | +41.4% |
| 6M | +56.7% | +0.7% | +56.0% | +55.3% |
| YTD | +60.7% | +8.7% | +52.0% | +48.9% |
| 1Y | +73.7% | +10.9% | +62.8% | +57.9% |
| 3Y | +82.8% | +75.0% | +7.8% | +8.4% |
| 5Y | -7.0% | +67.8% | -74.8% | -42.5% |
| 10Y | +212.3% | +312.9% | -100.5% | -18.3% |
| All | +2,109.0% | +2,954.7% | -845.7% | +19.7% |
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 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