+2.0%
RDW vs SFM
+258.1%
-256.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.5% |
| 7D | +0.9% | -10.6% | +11.5% | +3.3% |
| 30D | -21.3% | -15.5% | -5.8% | -18.5% |
| 3M | -37.9% | -17.4% | -20.4% | -35.5% |
| 6M | +12.3% | -3.4% | +15.7% | +11.5% |
| YTD | +39.7% | -8.7% | +48.4% | +40.0% |
| 1Y | +25.7% | -47.2% | +72.8% | +44.1% |
| 3Y | +230.8% | +82.7% | +148.1% | +224.3% |
| 5Y | -8.8% | +214.3% | -223.1% | -14.3% |
| All | +2.0% | +258.1% | -256.1% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling