+155.9%
SO vs RVTY
+140.1%
+15.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.4% |
| 7D | +1.0% | +0.4% | +0.6% | +0.9% |
| 30D | -3.2% | +10.8% | -14.0% | -4.8% |
| 3M | -1.7% | +26.8% | -28.5% | -5.6% |
| 6M | -7.2% | +39.3% | -46.5% | -12.6% |
| YTD | +4.6% | +31.6% | -27.1% | -1.0% |
| 1Y | +1.2% | +47.7% | -46.5% | -6.5% |
| 3Y | +45.3% | +19.9% | +25.3% | +36.2% |
| 5Y | +58.7% | -32.3% | +91.1% | +65.2% |
| 10Y | +155.9% | +138.4% | +17.4% | +94.7% |
| All | +155.9% | +140.1% | +15.8% | +94.7% |
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 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