-31.6%
RIVN vs SM
-1.2%
-30.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | +2.5% | -0.2% | +2.8% | +2.6% |
| 30D | -2.3% | +20.3% | -22.6% | -5.3% |
| 3M | +1.7% | +22.9% | -21.2% | -2.5% |
| 6M | +0.9% | +47.8% | -47.0% | -8.6% |
| YTD | -18.8% | +107.5% | -126.3% | -33.0% |
| 1Y | +14.8% | +51.7% | -36.9% | +3.0% |
| All | -31.6% | -1.2% | -30.4% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 3y: compounded portfolio wealth divided by compounded SM 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…
3y analysis · Full analysis span regression · 6 months rolling