+125.4%
SU vs RVTY
+13.9%
+111.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | 0.0% |
| 7D | +1.7% | -7.4% | +9.1% | +2.2% |
| 30D | +9.6% | +4.5% | +5.1% | +9.2% |
| 3M | +11.7% | +19.5% | -7.7% | +10.1% |
| 6M | +21.9% | +34.1% | -12.2% | +18.4% |
| YTD | +58.6% | +25.3% | +33.4% | +54.9% |
| 1Y | +66.5% | +47.0% | +19.5% | +58.4% |
| All | +125.4% | +13.9% | +111.5% | +120.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling