+3,058.8%
SPY vs RVTY
+2,153.7%
+905.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.9% | +1.5% |
| 7D | -0.9% | -0.7% | -0.2% | -0.7% |
| 30D | -2.4% | +1.7% | -4.1% | -2.9% |
| 3M | -1.2% | +36.8% | -38.0% | -9.2% |
| 6M | +3.3% | +60.1% | -56.8% | -9.3% |
| YTD | +12.3% | +64.0% | -51.7% | -2.7% |
| 1Y | +12.4% | +68.2% | -55.8% | -3.4% |
| 3Y | +78.8% | +88.8% | -10.0% | +45.9% |
| 5Y | +75.2% | -10.5% | +85.7% | +69.9% |
| 10Y | +311.1% | +219.7% | +91.4% | +186.3% |
| All | +3,058.8% | +2,153.7% | +905.1% | +1,207.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling