+355.6%
RMD vs SFM
+140.2%
+215.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.1% | +0.1% |
| 7D | +2.1% | +6.0% | -4.0% | +1.3% |
| 30D | +2.1% | -19.5% | +21.5% | +4.5% |
| 3M | +6.2% | -37.0% | +43.3% | +12.3% |
| 6M | +19.4% | -41.0% | +60.4% | +27.0% |
| YTD | +0.5% | -34.6% | +35.2% | +5.0% |
| 1Y | -3.9% | -36.3% | +32.3% | +0.6% |
| 3Y | +72.5% | +24.5% | +48.0% | +58.8% |
| 5Y | -1.5% | +115.9% | -117.4% | -19.0% |
| All | +355.6% | +140.2% | +215.4% | +242.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling