+368.8%
SNXX vs RVTY
+9.2%
+359.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.8% | -9.8% | -9.3% |
| 7D | -12.0% | -4.5% | -7.5% | -8.9% |
| 30D | +37.9% | +5.5% | +32.5% | +31.6% |
| 3M | -52.7% | +22.5% | -75.2% | -59.9% |
| 6M | +194.8% | +38.9% | +155.9% | +129.0% |
| All | +368.8% | +9.2% | +359.6% | +135.7% |
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 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