+355.7%
SU vs RVTY
-34.5%
+390.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.1% |
| 7D | +1.7% | -7.4% | +9.1% | +2.5% |
| 30D | +9.6% | +4.5% | +5.1% | +9.0% |
| 3M | +11.7% | +19.5% | -7.7% | +9.4% |
| 6M | +21.9% | +34.1% | -12.2% | +17.1% |
| YTD | +58.6% | +25.3% | +33.4% | +53.4% |
| 1Y | +66.5% | +47.0% | +19.5% | +56.7% |
| 3Y | +121.4% | +14.1% | +107.3% | +112.9% |
| 5Y | +355.7% | -34.6% | +390.3% | +347.3% |
| All | +355.7% | -34.5% | +390.2% | +347.3% |
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