+14,609.4%
SPGI vs RVTY
+2,899.1%
+11,710.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.7% |
| 7D | +0.3% | -1.2% | +1.5% | +0.3% |
| 30D | +18.4% | +1.0% | +17.3% | +17.7% |
| 3M | +15.7% | +35.8% | -20.1% | +6.4% |
| 6M | +17.3% | +56.7% | -39.4% | +3.5% |
| YTD | -4.7% | +60.7% | -65.4% | -16.9% |
| 1Y | +1.8% | +73.7% | -71.9% | -13.1% |
| 3Y | +31.7% | +82.8% | -51.1% | +8.3% |
| 5Y | +12.1% | -7.0% | +19.1% | +7.8% |
| 10Y | +341.9% | +212.3% | +129.6% | +216.9% |
| All | +14,609.4% | +2,899.1% | +11,710.4% | +6,233.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling