+265.2%
SU vs RVTY
+145.6%
+119.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.7% |
| 7D | +2.2% | -4.5% | +6.8% | +3.1% |
| 30D | +8.4% | +5.5% | +3.0% | +7.1% |
| 3M | +12.1% | +22.5% | -10.4% | +7.1% |
| 6M | +19.7% | +38.9% | -19.2% | +10.3% |
| YTD | +58.4% | +28.7% | +29.7% | +47.8% |
| 1Y | +67.2% | +45.5% | +21.7% | +50.9% |
| 3Y | +125.0% | +16.4% | +108.7% | +108.2% |
| 5Y | +355.1% | -32.7% | +387.8% | +378.0% |
| All | +265.2% | +145.6% | +119.5% | +121.6% |
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