+22.5%
STM vs RVMD
+570.7%
-548.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | +5.2% | -1.2% | +6.4% | +5.4% |
| 30D | -7.4% | +1.1% | -8.4% | -7.6% |
| 3M | -30.6% | +39.6% | -70.3% | -34.5% |
| 6M | +66.4% | +110.7% | -44.3% | +43.4% |
| YTD | +101.1% | +160.3% | -59.1% | +64.4% |
| 1Y | +97.4% | +404.9% | -307.5% | +40.6% |
| 3Y | +21.1% | +545.5% | -524.3% | -20.7% |
| 5Y | +22.5% | +584.7% | -562.2% | -27.9% |
| All | +22.5% | +570.7% | -548.3% | -27.9% |
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