+249.9%
SNY vs RVTY
+1,248.3%
-998.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.3% |
| 7D | -3.6% | -7.4% | +3.8% | -1.6% |
| 30D | -1.9% | +4.5% | -6.4% | -3.2% |
| 3M | -2.0% | +19.5% | -21.4% | -7.0% |
| 6M | +2.5% | +34.1% | -31.6% | -6.5% |
| YTD | -7.0% | +25.3% | -32.2% | -13.9% |
| 1Y | -4.4% | +47.0% | -51.4% | -15.6% |
| 3Y | -8.4% | +14.1% | -22.5% | -15.9% |
| 5Y | +9.5% | -34.6% | +44.1% | +14.9% |
| 10Y | +64.3% | +136.0% | -71.6% | +10.4% |
| All | +249.9% | +1,248.3% | -998.4% | +45.3% |
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