-67.0%
SE vs RVTY
-32.1%
-34.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +2.2% |
| 7D | +0.6% | +0.4% | +0.2% | +0.3% |
| 30D | -0.1% | +10.8% | -10.9% | -5.0% |
| 3M | +34.1% | +26.8% | +7.4% | +18.5% |
| 6M | +23.2% | +39.3% | -16.1% | +2.9% |
| YTD | -11.2% | +31.6% | -42.8% | -24.1% |
| 1Y | -40.5% | +47.7% | -88.2% | -52.9% |
| 3Y | +196.3% | +19.9% | +176.4% | +140.9% |
| 5Y | -67.0% | -32.3% | -34.7% | -53.1% |
| All | -67.0% | -32.1% | -34.9% | -53.1% |
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