+17.9%
RRX vs SFM
+217.9%
-200.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.9% | +1.4% | -2.0% |
| 7D | -0.7% | -7.2% | +6.5% | +0.2% |
| 30D | -8.0% | -14.3% | +6.4% | -6.2% |
| 3M | -25.1% | -13.7% | -11.3% | -23.9% |
| 6M | -18.3% | -6.0% | -12.3% | -18.6% |
| YTD | +14.2% | -8.2% | +22.4% | +13.9% |
| 1Y | +13.0% | -46.2% | +59.3% | +23.9% |
| 3Y | +4.2% | +83.6% | -79.4% | -11.4% |
| 5Y | +17.9% | +212.7% | -194.8% | -11.1% |
| All | +17.9% | +217.9% | -200.0% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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