+56.3%
RMD vs SM
-6.8%
+63.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.2% |
| 7D | -5.0% | +0.1% | -5.1% | -5.0% |
| 30D | +2.2% | +26.3% | -24.1% | +1.0% |
| 3M | +17.8% | +8.7% | +9.2% | +17.2% |
| 6M | -11.3% | +51.7% | -63.0% | -14.5% |
| YTD | -4.4% | +99.0% | -103.5% | -10.3% |
| 1Y | -15.7% | +34.6% | -50.3% | -18.4% |
| All | +56.3% | -6.8% | +63.1% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling