+241.0%
RVMD vs SFM
-35.8%
+276.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.6% | -0.8% | +3.1% |
| 7D | +5.8% | -12.3% | +18.1% | +5.1% |
| 30D | -3.8% | -16.2% | +12.4% | -4.9% |
| 3M | +3.2% | -36.8% | +40.0% | -0.6% |
| 6M | +35.0% | -32.6% | +67.6% | +31.1% |
| YTD | +150.7% | -31.7% | +182.4% | +148.3% |
| 1Y | +241.0% | -35.0% | +276.0% | +238.5% |
| All | +241.0% | -35.8% | +276.8% | +238.5% |
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