+41,132.7%
RMD vs SM
+1,331.0%
+39,801.7%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.1% |
| 7D | -5.0% | +0.1% | -5.1% | -5.0% |
| 30D | +2.2% | +26.3% | -24.1% | +0.1% |
| 3M | +17.8% | +8.7% | +9.2% | +16.5% |
| 6M | -11.3% | +51.7% | -63.0% | -15.3% |
| YTD | -4.4% | +99.0% | -103.5% | -11.0% |
| 1Y | -15.7% | +34.6% | -50.3% | -19.0% |
| 3Y | +47.7% | -7.8% | +55.5% | +44.2% |
| 5Y | -19.2% | +104.8% | -124.0% | -28.4% |
| 10Y | +280.4% | +7.2% | +273.1% | +192.7% |
| All | +41,132.7% | +1,331.0% | +39,801.7% | +18,769.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling