-73.1%
SMR vs RVTY
+57.1%
-130.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | +4.4% | +1.1% | +3.3% | +3.7% |
| 30D | +3.4% | +13.2% | -9.8% | -4.6% |
| 3M | -19.2% | +27.2% | -46.4% | -31.9% |
| 6M | -22.6% | +32.4% | -55.1% | -38.2% |
| YTD | -31.5% | +34.9% | -66.4% | -47.1% |
| 1Y | -73.1% | +52.4% | -125.4% | -79.7% |
| All | -73.1% | +57.1% | -130.2% | -79.7% |
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