-99.5%
SPXS vs RVTY
+139.0%
-238.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | -0.4% |
| 7D | +6.4% | -7.4% | +13.8% | -1.1% |
| 30D | +6.0% | +4.5% | +1.5% | +10.9% |
| 3M | -11.6% | +19.5% | -31.1% | +5.6% |
| 6M | -28.7% | +34.1% | -62.8% | -1.8% |
| YTD | -26.3% | +25.3% | -51.5% | -3.7% |
| 1Y | -34.9% | +47.0% | -81.9% | +2.3% |
| 3Y | -79.5% | +14.1% | -93.6% | -71.2% |
| 5Y | -85.9% | -34.6% | -51.4% | -87.0% |
| All | -99.5% | +139.0% | -238.5% | -96.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling