+14.6%
RRX vs SFM
+109.4%
-94.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -1.9% | +1.2% |
| 7D | +5.4% | -7.1% | +12.4% | +6.1% |
| 30D | +12.0% | -21.4% | +33.4% | +14.1% |
| 3M | +6.1% | -40.1% | +46.2% | +11.7% |
| 6M | -13.2% | -38.0% | +24.8% | -9.5% |
| YTD | +31.0% | -36.5% | +67.5% | +35.2% |
| 1Y | +38.8% | -35.2% | +74.0% | +42.5% |
| 3Y | +70.3% | +23.5% | +46.8% | +50.8% |
| All | +14.6% | +109.4% | -94.8% | -10.3% |
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