+275.4%
RMD vs SM
+16.0%
+259.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | -4.7% | -0.2% | -4.5% | -4.7% |
| 30D | +0.2% | +20.3% | -20.0% | -0.7% |
| 3M | +12.0% | +22.9% | -10.9% | +10.6% |
| 6M | -12.5% | +47.8% | -60.4% | -14.8% |
| YTD | -7.9% | +107.5% | -115.4% | -12.0% |
| 1Y | -20.4% | +51.7% | -72.1% | -22.7% |
| 3Y | +53.1% | -0.9% | +54.0% | +50.2% |
| 5Y | -22.1% | +112.2% | -134.4% | -27.1% |
| 10Y | +275.4% | +20.3% | +255.1% | +217.4% |
| All | +275.4% | +16.0% | +259.5% | +217.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling