+598.1%
RVMD vs SM
+106.9%
+491.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | +0.3% | +20.3% | -19.9% | -2.5% |
| 3M | +38.9% | +22.9% | +15.9% | +33.6% |
| 6M | +108.1% | +47.8% | +60.3% | +91.9% |
| YTD | +160.7% | +107.5% | +53.3% | +124.3% |
| 1Y | +407.3% | +51.7% | +355.5% | +361.3% |
| 3Y | +546.6% | -0.9% | +547.4% | +514.4% |
| All | +598.1% | +106.9% | +491.2% | +467.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling