+111.9%
SM vs RVTY
-32.9%
+144.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.3% |
| 7D | -0.2% | -5.4% | +5.2% | +1.3% |
| 30D | +20.3% | +6.7% | +13.5% | +17.9% |
| 3M | +22.9% | +19.0% | +3.9% | +16.1% |
| 6M | +47.8% | +34.6% | +13.2% | +32.3% |
| YTD | +107.5% | +28.3% | +79.2% | +87.7% |
| 1Y | +51.7% | +46.0% | +5.7% | +30.0% |
| 3Y | -0.9% | +16.9% | -17.7% | -10.3% |
| All | +111.9% | -32.9% | +144.8% | +110.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling