-16.1%
SPGI vs RVTY
+48.7%
-64.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -2.9% |
| 7D | -2.5% | +0.4% | -2.9% | -2.5% |
| 30D | +5.4% | +10.8% | -5.4% | +3.9% |
| 3M | +9.0% | +26.8% | -17.7% | +5.2% |
| 6M | +0.8% | +39.3% | -38.6% | -4.8% |
| YTD | -12.6% | +31.6% | -44.2% | -15.4% |
| 1Y | -16.1% | +47.7% | -63.8% | -18.7% |
| All | -16.1% | +48.7% | -64.8% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling