+51.7%
SM vs RVTY
+43.7%
+8.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.5% |
| 7D | -0.2% | -5.4% | +5.2% | -0.5% |
| 30D | +20.3% | +6.7% | +13.5% | +20.7% |
| 3M | +22.9% | +19.0% | +3.9% | +24.6% |
| 6M | +47.8% | +34.6% | +13.2% | +50.8% |
| YTD | +107.5% | +28.3% | +79.2% | +112.2% |
| 1Y | +51.7% | +46.0% | +5.7% | +50.3% |
| All | +51.7% | +43.7% | +8.1% | +50.3% |
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