+230.1%
RRX vs SFM
+48.8%
+181.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.5% |
| 7D | +4.3% | +6.0% | -1.7% | +3.4% |
| 30D | +12.3% | -19.5% | +31.8% | +15.0% |
| 3M | +3.7% | -37.0% | +40.7% | +10.3% |
| 6M | -13.9% | -41.0% | +27.1% | -7.9% |
| YTD | +26.5% | -34.6% | +61.1% | +31.6% |
| 1Y | +29.3% | -36.3% | +65.6% | +35.0% |
| 3Y | +65.6% | +24.5% | +41.0% | +47.8% |
| 5Y | +10.6% | +115.9% | -105.2% | -13.7% |
| 10Y | +202.9% | +139.5% | +63.4% | +119.4% |
| All | +230.1% | +48.8% | +181.3% | +161.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling