+17.5%
SPYM vs RVTY
+43.1%
-25.5%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.3% |
| 7D | -2.0% | -7.4% | +5.4% | -0.9% |
| 30D | -1.6% | +4.5% | -6.1% | -2.3% |
| 3M | +4.7% | +19.5% | -14.7% | +1.6% |
| 6M | +12.6% | +34.1% | -21.6% | +6.4% |
| YTD | +11.8% | +25.3% | -13.5% | +6.4% |
| 1Y | +17.5% | +47.0% | -29.5% | +9.1% |
| All | +17.5% | +43.1% | -25.5% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling