+447.8%
SN vs RVTY
+23.6%
+424.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.5% | +3.5% |
| 7D | +1.5% | -0.5% | +2.0% | +1.7% |
| 30D | +21.5% | +1.5% | +20.0% | +20.2% |
| 3M | +20.0% | +31.5% | -11.4% | +6.6% |
| 6M | +119.9% | +62.7% | +57.3% | +78.1% |
| YTD | +102.3% | +60.0% | +42.3% | +62.6% |
| 1Y | +148.0% | +65.7% | +82.3% | +96.0% |
| 3Y | +450.0% | +85.2% | +364.8% | +348.6% |
| All | +447.8% | +23.6% | +424.1% | +343.7% |
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 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