-20.4%
RMD vs SM
+46.0%
-66.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +0.6% |
| 3M | +12.0% | +22.9% | -10.9% | +12.5% |
| 6M | -12.5% | +47.8% | -60.4% | -13.3% |
| YTD | -7.9% | +107.5% | -115.4% | -11.7% |
| 1Y | -20.4% | +51.7% | -72.1% | -24.0% |
| All | -20.4% | +46.0% | -66.4% | -24.0% |
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