-79.9%
SMR vs RVTY
+68.7%
-148.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | +1.9% | -0.7% | +2.7% | +3.0% |
| 30D | -21.9% | +1.7% | -23.7% | -22.1% |
| 3M | -47.1% | +36.8% | -83.9% | -56.2% |
| 6M | -60.6% | +60.1% | -120.7% | -71.4% |
| YTD | -63.1% | +64.0% | -127.1% | -75.3% |
| All | -79.9% | +68.7% | -148.5% | -86.1% |
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 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