+314.6%
SPYM vs RVTY
+139.0%
+175.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.2% |
| 7D | -2.0% | -7.4% | +5.4% | +0.5% |
| 30D | -1.6% | +4.5% | -6.1% | -3.2% |
| 3M | +4.7% | +19.5% | -14.7% | -1.8% |
| 6M | +12.6% | +34.1% | -21.6% | +0.8% |
| YTD | +11.8% | +25.3% | -13.5% | +1.8% |
| 1Y | +17.5% | +47.0% | -29.5% | +0.6% |
| 3Y | +77.0% | +14.1% | +62.8% | +58.9% |
| 5Y | +82.6% | -34.6% | +117.2% | +100.4% |
| All | +314.6% | +139.0% | +175.6% | +153.7% |
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