+249.5%
SFM vs RVTY
-30.4%
+279.9%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +2.9% |
| 7D | -0.1% | +1.1% | -1.2% | -0.3% |
| 30D | -4.4% | +13.2% | -17.6% | -6.8% |
| 3M | +1.5% | +27.2% | -25.7% | -3.5% |
| 6M | +6.5% | +32.4% | -25.9% | -0.1% |
| YTD | +2.2% | +34.9% | -32.7% | -4.9% |
| 1Y | -41.9% | +52.4% | -94.3% | -47.4% |
| 3Y | +106.8% | +12.3% | +94.5% | +96.8% |
| All | +249.5% | -30.4% | +279.9% | +258.1% |
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