+14.7%
RIVN vs SFM
-46.0%
+60.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | +1.8% | -10.6% | +12.5% | +2.2% |
| 30D | +0.6% | -15.5% | +16.1% | +1.1% |
| 3M | +3.2% | -17.4% | +20.6% | +3.5% |
| 6M | -3.7% | -3.4% | -0.3% | -4.9% |
| YTD | -18.7% | -8.7% | -10.0% | -19.6% |
| 1Y | +14.7% | -47.2% | +61.9% | +15.4% |
| All | +14.7% | -46.0% | +60.8% | +15.4% |
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 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