+19.6%
SM vs RVTY
+140.7%
-121.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.4% | +6.0% | +4.7% |
| 7D | -0.2% | +0.4% | -0.5% | -0.4% |
| 30D | +31.5% | +10.8% | +20.7% | +25.5% |
| 3M | +17.3% | +26.8% | -9.4% | +4.1% |
| 6M | +48.5% | +39.3% | +9.2% | +23.0% |
| YTD | +106.3% | +31.6% | +74.6% | +74.1% |
| 1Y | +47.3% | +47.7% | -0.4% | +16.2% |
| 3Y | -1.4% | +19.9% | -21.3% | -17.3% |
| 5Y | +114.0% | -32.3% | +146.4% | +136.8% |
| All | +19.6% | +140.7% | -121.0% | -42.6% |
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