-83.2%
SPXS vs RVTY
-15.1%
-68.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +0.1% |
| 7D | -7.5% | -0.5% | -7.0% | -7.6% |
| 30D | +5.3% | +1.5% | +3.8% | +7.7% |
| 3M | +9.7% | +31.5% | -21.8% | +37.0% |
| 6M | -4.6% | +62.7% | -67.2% | +42.3% |
| YTD | -25.8% | +60.0% | -85.7% | +13.2% |
| 1Y | -28.8% | +65.7% | -94.5% | +12.5% |
| 3Y | -80.2% | +85.2% | -165.4% | -58.1% |
| All | -83.2% | -15.1% | -68.1% | -79.0% |
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