-53.7%
SMR vs RVTY
-13.1%
-40.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.6% |
| 7D | -8.3% | -0.5% | -7.8% | -8.0% |
| 30D | -20.1% | +1.5% | -21.6% | -20.1% |
| 3M | -52.7% | +31.5% | -84.1% | -58.1% |
| 6M | -61.0% | +62.7% | -123.7% | -69.0% |
| YTD | -67.1% | +60.0% | -127.1% | -73.7% |
| 1Y | -79.9% | +65.7% | -145.6% | -84.1% |
| 3Y | +101.7% | +85.2% | +16.5% | +45.8% |
| All | -53.7% | -13.1% | -40.5% | -60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling