+61.9%
SNY vs RVTY
+145.6%
-83.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.4% |
| 7D | -3.3% | -4.5% | +1.2% | -2.4% |
| 30D | -2.2% | +5.5% | -7.6% | -3.3% |
| 3M | -3.0% | +22.5% | -25.6% | -7.3% |
| 6M | +2.7% | +38.9% | -36.2% | -4.8% |
| YTD | -6.8% | +28.7% | -35.6% | -12.5% |
| 1Y | -5.3% | +45.5% | -50.7% | -13.4% |
| 3Y | -9.8% | +16.4% | -26.2% | -15.4% |
| 5Y | +9.7% | -32.7% | +42.4% | +14.6% |
| All | +61.9% | +145.6% | -83.7% | +12.8% |
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 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