+112.6%
SPOT vs RVTY
-34.2%
+146.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.5% | -0.3% |
| 7D | -6.5% | -5.4% | -1.1% | -5.0% |
| 30D | +2.2% | +6.7% | -4.6% | +0.2% |
| 3M | +5.4% | +19.0% | -13.6% | -0.3% |
| 6M | -4.0% | +34.6% | -38.7% | -13.2% |
| YTD | -9.9% | +28.3% | -38.2% | -17.6% |
| 1Y | -27.3% | +46.0% | -73.3% | -36.7% |
| 3Y | +236.4% | +16.9% | +219.5% | +199.5% |
| 5Y | +112.6% | -32.9% | +145.5% | +141.0% |
| All | +112.6% | -34.2% | +146.8% | +141.0% |
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 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