+33.8%
SM vs RVTY
+57.1%
-23.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.1% |
| 7D | -0.5% | +1.1% | -1.6% | -0.4% |
| 30D | +25.6% | +13.2% | +12.4% | +26.4% |
| 3M | +8.0% | +27.2% | -19.2% | +9.9% |
| 6M | +50.8% | +32.4% | +18.4% | +56.7% |
| YTD | +97.9% | +34.9% | +63.0% | +102.8% |
| 1Y | +33.8% | +52.4% | -18.6% | +34.1% |
| All | +33.8% | +57.1% | -23.3% | +34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling