+20.7%
SFM vs RVTY
+78.0%
-57.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.8% | -7.7% | -5.1% |
| 7D | -1.2% | -1.2% | 0.0% | -1.2% |
| 30D | -24.8% | +1.0% | -25.8% | -25.0% |
| 3M | -43.7% | +35.8% | -79.5% | -46.3% |
| 6M | -37.3% | +56.7% | -94.0% | -41.5% |
| YTD | -38.4% | +60.7% | -99.1% | -43.2% |
| 1Y | -36.9% | +73.7% | -110.6% | -42.9% |
| 3Y | +20.7% | +82.8% | -62.1% | +8.4% |
| All | +20.7% | +78.0% | -57.3% | +8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling