+113.3%
SPOT vs RVTY
-11.6%
+124.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.5% |
| 7D | -2.6% | +4.1% | -6.7% | -3.7% |
| 30D | +13.5% | +1.3% | +12.2% | +12.6% |
| 3M | +22.2% | +33.3% | -11.0% | +11.7% |
| 6M | +38.3% | +58.3% | -20.0% | +19.3% |
| YTD | +3.1% | +62.7% | -59.6% | -12.5% |
| 1Y | -7.6% | +67.2% | -74.8% | -22.4% |
| 3Y | +250.0% | +87.3% | +162.7% | +156.7% |
| 5Y | +113.3% | -13.4% | +126.8% | +117.0% |
| All | +113.3% | -11.6% | +124.9% | +117.0% |
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