+1,264.2%
SM vs RVTY
+2,607.0%
-1,342.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.6% | -6.4% | -3.9% |
| 7D | -22.3% | +6.0% | -28.3% | -23.8% |
| 30D | -21.4% | +4.3% | -25.6% | -22.5% |
| 3M | +1.4% | +40.2% | -38.9% | -9.5% |
| 6M | +0.1% | +59.3% | -59.2% | -15.0% |
| YTD | +59.0% | +66.5% | -7.6% | +30.7% |
| 1Y | +64.3% | +77.5% | -13.1% | +32.1% |
| 3Y | -13.1% | +92.5% | -105.6% | -33.0% |
| 5Y | -13.9% | -6.8% | -7.1% | -18.4% |
| 10Y | +1.7% | +225.4% | -223.7% | -32.9% |
| All | +1,264.2% | +2,607.0% | -1,342.8% | +558.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling