+61,756.5%
SU vs RVTY
+2,356.0%
+59,400.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.5% |
| 7D | -1.0% | +0.4% | -1.4% | -1.1% |
| 30D | +13.7% | +10.8% | +2.9% | +10.5% |
| 3M | +8.0% | +26.8% | -18.8% | +0.8% |
| 6M | +21.0% | +39.3% | -18.3% | +9.0% |
| YTD | +56.2% | +31.6% | +24.6% | +42.2% |
| 1Y | +72.2% | +47.7% | +24.5% | +51.1% |
| 3Y | +118.1% | +19.9% | +98.2% | +96.2% |
| 5Y | +350.3% | -32.3% | +382.7% | +362.1% |
| 10Y | +248.5% | +138.4% | +110.0% | +141.6% |
| All | +61,756.5% | +2,356.0% | +59,400.5% | +8,922.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling