+226.2%
SU vs RVTY
-15.1%
+241.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.1% |
| 7D | +1.7% | -0.5% | +2.2% | +1.7% |
| 30D | -7.9% | +1.5% | -9.4% | -8.1% |
| 3M | +7.5% | +31.5% | -23.9% | +4.3% |
| 6M | +7.2% | +62.7% | -55.5% | +1.3% |
| YTD | +60.9% | +60.0% | +1.0% | +51.5% |
| 1Y | +63.6% | +65.7% | -2.1% | +53.1% |
| 3Y | +128.9% | +85.2% | +43.7% | +107.1% |
| All | +226.2% | -15.1% | +241.3% | +202.7% |
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 · 6 months rolling