+22.4%
SFM vs RVTY
+373.6%
-351.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.8% | -7.7% | -5.4% |
| 7D | -1.2% | -1.2% | 0.0% | -1.2% |
| 30D | -24.8% | +1.0% | -25.8% | -25.3% |
| 3M | -43.7% | +35.8% | -79.5% | -47.7% |
| 6M | -37.3% | +56.7% | -94.0% | -43.8% |
| YTD | -38.4% | +60.7% | -99.1% | -45.6% |
| 1Y | -36.9% | +73.7% | -110.6% | -45.4% |
| 3Y | +20.7% | +82.8% | -62.1% | +0.7% |
| 5Y | +103.5% | -7.0% | +110.5% | +97.1% |
| 10Y | +139.7% | +212.3% | -72.6% | +49.3% |
| All | +22.4% | +373.6% | -351.2% | -30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling