-50.5%
SE vs RVTY
+74.8%
-125.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | 0.0% | -2.7% | +2.7% | +0.5% |
| 30D | -19.4% | +3.2% | -22.6% | -19.9% |
| 3M | -33.1% | +37.2% | -70.3% | -37.5% |
| 6M | -11.4% | +57.7% | -69.1% | -20.5% |
| YTD | -39.8% | +64.8% | -104.6% | -46.8% |
| 1Y | -50.5% | +72.8% | -123.3% | -55.9% |
| All | -50.5% | +74.8% | -125.3% | -55.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling