+626.7%
RVMD vs SM
+356.6%
+270.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.1% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | +6.4% | +26.3% | -19.9% | +3.3% |
| 3M | +34.9% | +8.7% | +26.2% | +32.7% |
| 6M | +107.6% | +51.7% | +55.9% | +94.1% |
| YTD | +163.7% | +99.0% | +64.6% | +136.6% |
| 1Y | +439.2% | +34.6% | +404.6% | +407.7% |
| 3Y | +499.2% | -7.8% | +507.0% | +481.3% |
| 5Y | +621.7% | +104.8% | +516.9% | +517.2% |
| All | +626.7% | +356.6% | +270.1% | +300.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling