+603.6%
RVMD vs SM
+378.4%
+225.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -3.6% | +2.1% | -5.7% | -3.8% |
| 30D | -1.1% | +18.1% | -19.2% | -3.2% |
| 3M | +41.0% | +17.0% | +24.0% | +37.5% |
| 6M | +105.7% | +55.4% | +50.3% | +91.8% |
| YTD | +155.3% | +108.6% | +46.8% | +127.7% |
| 1Y | +402.7% | +45.7% | +357.1% | +368.7% |
| 3Y | +533.1% | -0.3% | +533.4% | +508.1% |
| 5Y | +583.5% | +113.0% | +470.5% | +481.5% |
| All | +603.6% | +378.4% | +225.3% | +285.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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