+204.0%
RRX vs SFM
+132.6%
+71.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.3% |
| 7D | +3.4% | -0.1% | +3.5% | +3.4% |
| 30D | -11.1% | -4.4% | -6.8% | -10.6% |
| 3M | -23.7% | +1.5% | -25.2% | -24.3% |
| 6M | -22.0% | +6.5% | -28.5% | -23.9% |
| YTD | +16.5% | +2.2% | +14.3% | +14.1% |
| 1Y | +11.5% | -41.9% | +53.4% | +20.7% |
| 3Y | +1.5% | +106.8% | -105.2% | -15.8% |
| 5Y | +18.3% | +231.6% | -213.3% | -12.9% |
| 10Y | +209.8% | +258.4% | -48.6% | +111.9% |
| All | +204.0% | +132.6% | +71.5% | +126.6% |
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