+447.8%
SN vs RVMD
+572.0%
-124.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.1% | +3.2% |
| 7D | +1.5% | -10.4% | +11.9% | +3.0% |
| 30D | +21.5% | -11.0% | +32.5% | +23.2% |
| 3M | +20.0% | -14.7% | +34.8% | +22.2% |
| 6M | +119.9% | +14.9% | +105.0% | +114.9% |
| YTD | +102.3% | +116.3% | -14.0% | +76.9% |
| 1Y | +148.0% | +167.6% | -19.6% | +109.1% |
| 3Y | +450.0% | +776.8% | -326.8% | +300.7% |
| All | +447.8% | +572.0% | -124.2% | +318.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling