+11.1%
SMR vs RVTY
-28.5%
+39.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -2.4% | +17.7% | +16.3% |
| 7D | +21.4% | +0.4% | +21.0% | +21.0% |
| 30D | +13.8% | +10.8% | +3.0% | +8.5% |
| 3M | +3.9% | +26.8% | -22.9% | -7.7% |
| 6M | -4.2% | +39.3% | -43.5% | -18.3% |
| YTD | -21.1% | +31.6% | -52.7% | -31.1% |
| 1Y | -67.1% | +47.7% | -114.8% | -72.6% |
| 3Y | +88.9% | +19.9% | +68.9% | +60.9% |
| All | +11.1% | -28.5% | +39.7% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling