-1.4%
RMD vs SM
+70.4%
-71.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -15.3% | +21.2% | +5.0% |
| 7D | -3.9% | -21.5% | +17.6% | -5.0% |
| 30D | +7.9% | -11.4% | +19.3% | +7.0% |
| 3M | +8.1% | +0.6% | +7.5% | +7.6% |
| 6M | +15.5% | +0.2% | +15.3% | +15.2% |
| YTD | +0.7% | +69.7% | -69.0% | -6.4% |
| 1Y | -1.4% | +71.6% | -72.9% | -7.8% |
| All | -1.4% | +70.4% | -71.7% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling