+167.6%
RVMD vs SFM
-36.8%
+204.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.2% |
| 7D | -10.4% | +6.0% | -16.4% | -9.9% |
| 30D | -11.0% | -19.5% | +8.5% | -12.1% |
| 3M | -14.7% | -37.0% | +22.3% | -17.8% |
| 6M | +14.9% | -41.0% | +55.9% | +9.5% |
| YTD | +116.3% | -34.6% | +151.0% | +114.4% |
| 1Y | +167.6% | -36.3% | +203.9% | +165.7% |
| All | +167.6% | -36.8% | +204.4% | +165.7% |
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