+414.4%
SPYG vs RVTY
+145.6%
+268.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | -0.2% |
| 7D | -0.9% | -4.5% | +3.7% | +0.7% |
| 30D | -1.5% | +5.5% | -7.0% | -3.6% |
| 3M | +3.7% | +22.5% | -18.8% | -4.4% |
| 6M | +16.4% | +38.9% | -22.5% | +1.6% |
| YTD | +13.3% | +28.7% | -15.4% | +1.1% |
| 1Y | +17.9% | +45.5% | -27.6% | -0.4% |
| 3Y | +98.3% | +16.4% | +82.0% | +74.4% |
| 5Y | +86.4% | -32.7% | +119.2% | +106.2% |
| All | +414.4% | +145.6% | +268.7% | +207.8% |
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