-19.6%
RMD vs SFM
+241.7%
-261.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.2% | -0.7% |
| 7D | -5.0% | -0.1% | -4.9% | -5.0% |
| 30D | +2.2% | -4.4% | +6.6% | +2.7% |
| 3M | +17.8% | +1.5% | +16.3% | +17.3% |
| 6M | -11.3% | +6.5% | -17.8% | -12.4% |
| YTD | -4.4% | +2.2% | -6.6% | -5.2% |
| 1Y | -15.7% | -41.9% | +26.2% | -11.0% |
| 3Y | +47.7% | +106.8% | -59.0% | +31.5% |
| All | -19.6% | +241.7% | -261.4% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling