-22.2%
RMD vs SM
+111.2%
-133.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.6% | -6.8% | -3.5% |
| 7D | -4.5% | -0.2% | -4.3% | -4.5% |
| 30D | +4.6% | +31.5% | -26.9% | +2.3% |
| 3M | +14.8% | +17.3% | -2.6% | +13.0% |
| 6M | -12.1% | +48.5% | -60.6% | -15.7% |
| YTD | -7.5% | +106.3% | -113.7% | -14.3% |
| 1Y | -20.1% | +47.3% | -67.4% | -23.7% |
| 3Y | +53.9% | -1.4% | +55.3% | +48.4% |
| 5Y | -22.2% | +114.0% | -136.3% | -24.4% |
| All | -22.2% | +111.2% | -133.4% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling