+432.7%
SN vs RVMD
+587.8%
-155.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.6% | -2.7% |
| 7D | +1.4% | -0.7% | +2.1% | +1.4% |
| 30D | +16.6% | -6.4% | +23.0% | +17.4% |
| 3M | +18.3% | -14.1% | +32.4% | +20.3% |
| 6M | +103.1% | +21.0% | +82.0% | +97.1% |
| YTD | +96.7% | +121.4% | -24.7% | +71.5% |
| 1Y | +134.3% | +167.9% | -33.5% | +97.8% |
| 3Y | +425.2% | +794.7% | -369.5% | +281.5% |
| All | +432.7% | +587.8% | -155.1% | +305.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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