-9.8%
SNY vs RVTY
+17.0%
-26.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.4% |
| 7D | -3.3% | -4.5% | +1.2% | -2.6% |
| 30D | -2.2% | +5.5% | -7.6% | -3.1% |
| 3M | -3.0% | +22.5% | -25.6% | -6.7% |
| 6M | +2.7% | +38.9% | -36.2% | -3.7% |
| YTD | -6.8% | +28.7% | -35.6% | -11.6% |
| 1Y | -5.3% | +45.5% | -50.7% | -12.2% |
| 3Y | -9.8% | +16.4% | -26.2% | -13.0% |
| All | -9.8% | +17.0% | -26.8% | -13.0% |
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