+528.0%
SPYG vs RVTY
+272.4%
+255.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.4% |
| 7D | +2.3% | -0.5% | +2.8% | +2.5% |
| 30D | -6.5% | +1.5% | -8.0% | -7.0% |
| 3M | -6.8% | +31.5% | -38.3% | -15.1% |
| 6M | -3.1% | +62.7% | -65.8% | -17.9% |
| YTD | +8.0% | +60.0% | -52.0% | -8.9% |
| 1Y | +10.2% | +65.7% | -55.5% | -8.3% |
| 3Y | +91.0% | +85.2% | +5.8% | +48.6% |
| 5Y | +67.7% | -14.9% | +82.6% | +64.6% |
| 10Y | +393.9% | +211.9% | +182.0% | +216.9% |
| All | +528.0% | +272.4% | +255.6% | +220.0% |
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 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