+598.1%
RVMD vs SFM
+216.1%
+382.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +0.4% |
| 7D | -0.7% | -7.2% | +6.4% | -0.3% |
| 30D | +0.3% | -14.3% | +14.7% | +1.2% |
| 3M | +38.9% | -13.7% | +52.6% | +39.8% |
| 6M | +108.1% | -6.0% | +114.1% | +107.6% |
| YTD | +160.7% | -8.2% | +169.0% | +160.3% |
| 1Y | +407.3% | -46.2% | +453.5% | +435.1% |
| 3Y | +546.6% | +83.6% | +463.0% | +527.7% |
| All | +598.1% | +216.1% | +382.0% | +557.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling