+295.5%
SPGI vs RVTY
+140.1%
+155.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -2.3% |
| 7D | -2.5% | +0.4% | -2.9% | -2.7% |
| 30D | +5.4% | +10.8% | -5.4% | +1.3% |
| 3M | +9.0% | +26.8% | -17.7% | -1.0% |
| 6M | +0.8% | +39.3% | -38.6% | -12.5% |
| YTD | -12.6% | +31.6% | -44.2% | -22.8% |
| 1Y | -16.1% | +47.7% | -63.8% | -29.9% |
| 3Y | +19.0% | +19.9% | -0.9% | +2.8% |
| 5Y | +5.1% | -32.3% | +37.4% | +16.7% |
| 10Y | +295.5% | +138.4% | +157.0% | +125.0% |
| All | +295.5% | +140.1% | +155.4% | +125.0% |
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 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