+439.2%
RVMD vs SFM
-41.4%
+480.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.3% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | +6.4% | -4.4% | +10.8% | +6.3% |
| 3M | +34.9% | +1.5% | +33.4% | +34.8% |
| 6M | +107.6% | +6.5% | +101.1% | +107.5% |
| YTD | +163.7% | +2.2% | +161.5% | +165.5% |
| 1Y | +439.2% | -41.9% | +481.1% | +835.7% |
| All | +439.2% | -41.4% | +480.6% | +835.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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