+603.6%
RVMD vs SFM
+370.1%
+233.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.8% | -2.0% |
| 7D | -3.6% | -8.8% | +5.2% | -3.1% |
| 30D | -1.1% | -14.5% | +13.4% | -0.3% |
| 3M | +41.0% | -16.8% | +57.9% | +42.2% |
| 6M | +105.7% | -5.3% | +111.0% | +105.2% |
| YTD | +155.3% | -9.4% | +164.7% | +155.1% |
| 1Y | +402.7% | -46.2% | +448.9% | +423.6% |
| 3Y | +533.1% | +81.3% | +451.8% | +517.5% |
| 5Y | +583.5% | +211.9% | +371.7% | +545.0% |
| All | +603.6% | +370.1% | +233.6% | +534.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling