+481.7%
RMD vs SFM
+41.7%
+440.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.1% |
| 7D | +1.2% | -10.2% | +11.4% | +2.5% |
| 30D | +2.5% | -23.9% | +26.4% | +5.3% |
| 3M | +11.5% | -42.3% | +53.8% | +18.4% |
| 6M | +14.7% | -40.1% | +54.8% | +21.0% |
| YTD | -1.3% | -37.8% | +36.4% | +3.1% |
| 1Y | -5.3% | -37.1% | +31.8% | -1.2% |
| 3Y | +68.8% | +21.5% | +47.2% | +58.5% |
| 5Y | -5.9% | +103.8% | -109.6% | -18.8% |
| 10Y | +348.7% | +142.0% | +206.7% | +265.3% |
| All | +481.7% | +41.7% | +440.1% | +398.8% |
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 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