+597.0%
SE vs RVTY
+81.6%
+515.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +2.5% |
| 7D | +0.6% | +0.4% | +0.2% | +0.3% |
| 30D | -0.1% | +10.8% | -10.9% | -6.1% |
| 3M | +34.1% | +26.8% | +7.4% | +15.3% |
| 6M | +23.2% | +39.3% | -16.1% | -1.1% |
| YTD | -11.2% | +31.6% | -42.8% | -26.9% |
| 1Y | -40.5% | +47.7% | -88.2% | -55.2% |
| 3Y | +196.3% | +19.9% | +176.4% | +128.3% |
| 5Y | -67.0% | -32.3% | -34.7% | -59.1% |
| All | +597.0% | +81.6% | +515.4% | +283.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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