+342.7%
RMD vs SM
+10.6%
+332.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.6% | -3.7% | +1.6% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | +1.7% | -17.3% | +19.0% | +2.4% |
| 3M | +6.4% | -3.6% | +10.0% | +6.3% |
| 6M | +20.7% | +2.9% | +17.8% | +19.9% |
| YTD | -0.2% | +70.2% | -70.4% | -3.8% |
| 1Y | -4.5% | +66.5% | -71.0% | -8.0% |
| 3Y | +70.5% | -8.2% | +78.7% | +67.6% |
| 5Y | -1.6% | -1.5% | -0.1% | -4.8% |
| 10Y | +342.7% | +11.9% | +330.8% | +274.4% |
| All | +342.7% | +10.6% | +332.1% | +274.4% |
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