+88.9%
SMR vs RVTY
+16.6%
+72.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -2.4% | +17.7% | +16.5% |
| 7D | +21.4% | +0.4% | +21.0% | +20.9% |
| 30D | +13.8% | +10.8% | +3.0% | +7.5% |
| 3M | +3.9% | +26.8% | -22.9% | -9.8% |
| 6M | -4.2% | +39.3% | -43.5% | -21.1% |
| YTD | -21.1% | +31.6% | -52.7% | -33.2% |
| 1Y | -67.1% | +47.7% | -114.8% | -73.7% |
| 3Y | +88.9% | +19.9% | +68.9% | +55.3% |
| All | +88.9% | +16.6% | +72.2% | +55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling