+275.4%
RMD vs SFM
+280.6%
-5.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | 0.0% |
| 7D | -4.7% | -7.2% | +2.4% | -3.8% |
| 30D | +0.2% | -14.3% | +14.6% | +2.3% |
| 3M | +12.0% | -13.7% | +25.7% | +14.0% |
| 6M | -12.5% | -6.0% | -6.5% | -12.3% |
| YTD | -7.9% | -8.2% | +0.3% | -7.6% |
| 1Y | -20.4% | -46.2% | +25.9% | -14.4% |
| 3Y | +53.1% | +83.6% | -30.4% | +34.7% |
| 5Y | -22.1% | +212.7% | -234.8% | -38.4% |
| 10Y | +275.4% | +273.0% | +2.4% | +175.8% |
| All | +275.4% | +280.6% | -5.2% | +175.8% |
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