+432.7%
SN vs RVTY
+25.7%
+406.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.7% |
| 7D | +1.4% | +4.1% | -2.7% | -0.2% |
| 30D | +16.6% | +1.3% | +15.3% | +15.5% |
| 3M | +18.3% | +33.3% | -15.0% | +4.5% |
| 6M | +103.1% | +58.3% | +44.8% | +66.5% |
| YTD | +96.7% | +62.7% | +34.0% | +57.1% |
| 1Y | +134.3% | +67.2% | +67.1% | +84.7% |
| 3Y | +425.2% | +87.3% | +337.9% | +325.7% |
| All | +432.7% | +25.7% | +406.9% | +328.7% |
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