+192.9%
SO vs RVTY
+216.9%
-24.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | -0.9% | +4.1% | -5.0% | -1.5% |
| 30D | +4.9% | +1.3% | +3.7% | +4.6% |
| 3M | +0.8% | +33.3% | -32.5% | -4.0% |
| 6M | +0.6% | +58.3% | -57.7% | -7.0% |
| YTD | +8.7% | +62.7% | -54.0% | -0.7% |
| 1Y | +4.0% | +67.2% | -63.3% | -5.6% |
| 3Y | +50.6% | +87.3% | -36.7% | +30.1% |
| 5Y | +77.5% | -13.4% | +90.9% | +77.0% |
| All | +192.9% | +216.9% | -24.0% | +115.9% |
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