+4.4%
RDW vs SFM
+255.3%
-250.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.9% |
| 7D | +4.8% | -8.8% | +13.6% | +6.9% |
| 30D | -19.5% | -14.5% | -5.1% | -16.9% |
| 3M | -26.9% | -16.8% | -10.1% | -24.2% |
| 6M | +17.8% | -5.3% | +23.1% | +17.5% |
| YTD | +43.0% | -9.4% | +52.4% | +43.6% |
| 1Y | +32.1% | -46.2% | +78.2% | +50.5% |
| 3Y | +250.6% | +81.3% | +169.4% | +244.3% |
| 5Y | -6.6% | +211.9% | -218.5% | -12.1% |
| All | +4.4% | +255.3% | -250.9% | +1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling