+309.7%
SN vs RVMD
+710.0%
-400.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.4% |
| 7D | -3.4% | -0.7% | -2.7% | -3.3% |
| 30D | -9.1% | +0.3% | -9.4% | -9.2% |
| 3M | +31.8% | +38.9% | -7.1% | +26.0% |
| 6M | +52.0% | +108.1% | -56.1% | +36.1% |
| YTD | +51.3% | +160.7% | -109.4% | +29.4% |
| 1Y | +46.9% | +407.3% | -360.4% | +11.9% |
| 3Y | +394.9% | +546.6% | -151.6% | +251.3% |
| All | +309.7% | +710.0% | -400.3% | +205.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling