+15.6%
SM vs RVTY
+216.9%
-201.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.8% | +5.9% | +5.5% |
| 7D | +10.6% | +4.1% | +6.5% | +8.5% |
| 30D | -15.0% | +1.3% | -16.3% | -15.7% |
| 3M | +1.7% | +33.3% | -31.6% | -11.4% |
| 6M | +5.9% | +58.3% | -52.4% | -15.8% |
| YTD | +79.0% | +62.7% | +16.3% | +36.5% |
| 1Y | +84.7% | +67.2% | +17.4% | +38.4% |
| 3Y | -3.5% | +87.3% | -90.8% | -34.9% |
| 5Y | +4.9% | -13.4% | +18.4% | +2.8% |
| All | +15.6% | +216.9% | -201.3% | -42.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling