-14.4%
SMR vs RVTY
-30.1%
+15.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +2.8% | -18.5% | -16.9% |
| 7D | -11.2% | -4.5% | -6.7% | -9.7% |
| 30D | -10.2% | +5.5% | -15.7% | -12.6% |
| 3M | -10.0% | +22.5% | -32.6% | -18.9% |
| 6M | -30.5% | +38.9% | -69.3% | -40.7% |
| YTD | -39.2% | +28.7% | -68.0% | -46.5% |
| 1Y | -75.5% | +45.5% | -121.0% | -79.5% |
| 3Y | +45.4% | +16.4% | +29.1% | +25.2% |
| All | -14.4% | -30.1% | +15.7% | -20.1% |
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