+451.3%
SN vs RVTY
+90.0%
+361.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +3.5% | -0.7% | +4.2% | +3.8% |
| 30D | +19.4% | +1.7% | +17.7% | +18.0% |
| 3M | +20.9% | +36.8% | -15.9% | +4.0% |
| 6M | +111.1% | +60.1% | +51.0% | +67.9% |
| YTD | +102.8% | +64.0% | +38.8% | +56.6% |
| 1Y | +146.2% | +68.2% | +78.0% | +87.2% |
| All | +451.3% | +90.0% | +361.3% | +328.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling