+291.9%
SFM vs RVTY
+140.1%
+151.9%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.4% | -4.1% | -6.0% |
| 7D | -5.8% | +0.4% | -6.2% | -5.9% |
| 30D | -11.4% | +10.8% | -22.2% | -13.2% |
| 3M | -12.2% | +26.8% | -39.0% | -16.5% |
| 6M | -5.2% | +39.3% | -44.5% | -12.0% |
| YTD | -4.5% | +31.6% | -36.1% | -10.7% |
| 1Y | -45.4% | +47.7% | -93.1% | -50.2% |
| 3Y | +91.1% | +19.9% | +71.2% | +77.9% |
| 5Y | +226.8% | -32.3% | +259.1% | +239.3% |
| 10Y | +291.9% | +138.4% | +153.5% | +182.2% |
| All | +291.9% | +140.1% | +151.9% | +182.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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