-83.9%
RIVN vs SFM
+213.0%
-296.9%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -6.5% | +9.2% | +3.6% |
| 7D | +4.1% | -5.8% | +9.9% | +4.9% |
| 30D | +1.1% | -11.4% | +12.4% | +2.6% |
| 3M | -4.0% | -12.2% | +8.2% | -2.6% |
| 6M | +5.2% | -5.2% | +10.4% | +4.6% |
| YTD | -18.0% | -4.5% | -13.5% | -18.7% |
| 1Y | +15.6% | -45.4% | +61.0% | +26.0% |
| 3Y | -30.0% | +91.1% | -121.1% | -41.6% |
| All | -83.9% | +213.0% | -296.9% | -86.7% |
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