+311.0%
SN vs RVMD
+536.1%
-225.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.7% |
| 7D | -7.2% | -3.6% | -3.6% | -6.7% |
| 30D | -13.4% | -1.1% | -12.3% | -13.3% |
| 3M | +26.8% | +41.0% | -14.2% | +20.4% |
| 6M | +44.6% | +105.7% | -61.1% | +28.2% |
| YTD | +45.3% | +155.3% | -110.0% | +22.6% |
| 1Y | +40.1% | +402.7% | -362.6% | +3.3% |
| All | +311.0% | +536.1% | -225.1% | +184.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling