+101.5%
SFM vs RVTY
-7.4%
+108.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.8% | -7.7% | -5.3% |
| 7D | -1.2% | -1.2% | 0.0% | -1.2% |
| 30D | -24.8% | +1.0% | -25.8% | -25.2% |
| 3M | -43.7% | +35.8% | -79.5% | -47.3% |
| 6M | -37.3% | +56.7% | -94.0% | -43.1% |
| YTD | -38.4% | +60.7% | -99.1% | -44.9% |
| 1Y | -36.9% | +73.7% | -110.6% | -44.8% |
| 3Y | +20.7% | +82.8% | -62.1% | +1.5% |
| All | +101.5% | -7.4% | +108.9% | +108.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling