+12.5%
RIVN vs SFM
-35.8%
+48.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.6% | +2.2% | +5.7% |
| 7D | +20.5% | -12.3% | +32.7% | +19.6% |
| 30D | -3.7% | -16.2% | +12.5% | -4.6% |
| 3M | -10.8% | -36.8% | +26.0% | -13.0% |
| 6M | -3.1% | -32.6% | +29.5% | -5.4% |
| YTD | -28.7% | -31.7% | +3.1% | -32.9% |
| 1Y | +12.5% | -35.0% | +47.5% | +3.0% |
| All | +12.5% | -35.8% | +48.3% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling