-78.0%
SE vs RVTY
-7.4%
-70.5%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -1.1% |
| 7D | +2.0% | -1.2% | +3.2% | +2.3% |
| 30D | -20.0% | +1.0% | -21.0% | -20.7% |
| 3M | -31.8% | +35.8% | -67.6% | -41.6% |
| 6M | -15.9% | +56.7% | -72.6% | -33.6% |
| YTD | -40.6% | +60.7% | -101.4% | -54.3% |
| 1Y | -50.7% | +73.7% | -124.4% | -63.8% |
| 3Y | +70.3% | +82.8% | -12.5% | +5.1% |
| All | -78.0% | -7.4% | -70.5% | -73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling