+319.5%
SN vs RVTY
+4.2%
+315.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -9.3% | +1.1% | -10.4% | -9.7% |
| 30D | -4.8% | +13.2% | -18.0% | -9.6% |
| 3M | +40.4% | +27.2% | +13.2% | +26.6% |
| 6M | +50.9% | +32.4% | +18.5% | +33.2% |
| YTD | +54.9% | +34.9% | +20.1% | +34.4% |
| 1Y | +43.0% | +52.4% | -9.3% | +16.9% |
| 3Y | +391.8% | +12.3% | +379.5% | +332.2% |
| All | +319.5% | +4.2% | +315.3% | +266.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling