+20.3%
SGOV vs RVMD
+555.2%
-534.9%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | 0.0% | -3.0% | +3.0% | 0.0% |
| 30D | +0.3% | -0.7% | +1.0% | +0.3% |
| 3M | +0.9% | +36.5% | -35.6% | +0.9% |
| 6M | +1.8% | +104.6% | -102.8% | +1.8% |
| YTD | +2.5% | +155.8% | -153.3% | +2.5% |
| 1Y | +3.8% | +340.7% | -336.9% | +3.8% |
| 3Y | +14.4% | +519.9% | -505.5% | +14.4% |
| 5Y | +20.2% | +584.9% | -564.8% | +20.2% |
| All | +20.3% | +555.2% | -534.9% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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