+186.8%
SO vs RVTY
+217.6%
-30.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.6% | -2.3% | +0.8% |
| 7D | -1.1% | +6.0% | -7.1% | -2.0% |
| 30D | +8.6% | +4.3% | +4.3% | +7.7% |
| 3M | +1.8% | +40.2% | -38.5% | -3.8% |
| 6M | +3.6% | +59.3% | -55.7% | -4.2% |
| YTD | +9.9% | +66.5% | -56.6% | +0.2% |
| 1Y | +5.7% | +77.5% | -71.8% | -4.9% |
| 3Y | +52.5% | +92.5% | -40.0% | +31.2% |
| 5Y | +77.3% | -6.8% | +84.1% | +74.1% |
| 10Y | +186.8% | +225.4% | -38.6% | +112.8% |
| All | +186.8% | +217.6% | -30.8% | +112.8% |
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