+811.4%
SPYM vs RVTY
+705.3%
+106.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.1% |
| 7D | +2.6% | -0.5% | +3.0% | +2.7% |
| 30D | -2.0% | +1.5% | -3.5% | -2.7% |
| 3M | -2.8% | +31.5% | -34.2% | -11.8% |
| 6M | +2.2% | +62.7% | -60.5% | -14.1% |
| YTD | +11.5% | +60.0% | -48.4% | -6.8% |
| 1Y | +13.5% | +65.7% | -52.2% | -6.5% |
| 3Y | +78.0% | +85.2% | -7.2% | +36.2% |
| 5Y | +73.1% | -14.9% | +88.0% | +69.5% |
| 10Y | +310.9% | +211.9% | +99.0% | +145.9% |
| All | +811.4% | +705.3% | +106.1% | +268.8% |
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 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