-86.1%
SPXU vs RVTY
-34.5%
-51.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.2% | 0.0% |
| 7D | +6.4% | -7.4% | +13.8% | +0.4% |
| 30D | +5.9% | +4.5% | +1.4% | +9.9% |
| 3M | -11.7% | +19.5% | -31.1% | +2.1% |
| 6M | -28.7% | +34.1% | -62.8% | -7.1% |
| YTD | -26.4% | +25.3% | -51.6% | -7.8% |
| 1Y | -35.2% | +47.0% | -82.2% | -5.4% |
| 3Y | -79.8% | +14.1% | -93.9% | -72.7% |
| 5Y | -86.1% | -34.6% | -51.5% | -86.2% |
| All | -86.1% | -34.5% | -51.6% | -86.2% |
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 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