-9.3%
SSPC vs RVTY
+59.3%
-68.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +3.6% | -15.5% | -9.5% |
| 7D | -13.9% | +6.0% | -19.9% | -9.9% |
| 30D | +14.3% | +4.3% | +10.0% | +18.4% |
| 3M | -35.2% | +40.2% | -75.4% | -31.4% |
| All | -9.3% | +59.3% | -68.5% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling