+4,267.1%
SYY vs RVTY
+2,416.7%
+1,850.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -2.3% | +1.1% | -3.4% | -2.5% |
| 30D | -4.9% | +13.2% | -18.2% | -7.0% |
| 3M | +8.4% | +27.2% | -18.9% | +3.7% |
| 6M | -7.4% | +32.4% | -39.8% | -12.2% |
| YTD | +11.0% | +34.9% | -23.9% | +4.5% |
| 1Y | -0.2% | +52.4% | -52.6% | -8.2% |
| 3Y | +23.8% | +12.3% | +11.5% | +17.9% |
| 5Y | +18.1% | -30.8% | +49.0% | +20.6% |
| 10Y | +94.6% | +150.7% | -56.1% | +57.9% |
| All | +4,267.1% | +2,416.7% | +1,850.5% | +1,696.2% |
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