+9.5%
SPGI vs RVTY
-30.5%
+40.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +0.1% | +1.1% | -1.0% | -0.2% |
| 30D | +8.4% | +13.2% | -4.8% | +4.6% |
| 3M | +11.8% | +27.2% | -15.4% | +3.9% |
| 6M | +5.7% | +32.4% | -26.7% | -3.5% |
| YTD | -9.7% | +34.9% | -44.5% | -18.1% |
| 1Y | -12.5% | +52.4% | -64.8% | -24.1% |
| 3Y | +21.8% | +12.3% | +9.5% | +13.5% |
| All | +9.5% | -30.5% | +40.0% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling