+237.8%
RRX vs SFM
+46.8%
+191.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.4% |
| 7D | +12.6% | -0.4% | +13.0% | +12.6% |
| 30D | +10.6% | -19.2% | +29.8% | +13.2% |
| 3M | +4.6% | -40.3% | +45.0% | +12.3% |
| 6M | -13.6% | -40.9% | +27.3% | -7.6% |
| YTD | +29.4% | -35.5% | +64.9% | +34.9% |
| 1Y | +31.9% | -37.4% | +69.4% | +38.2% |
| 3Y | +68.3% | +25.5% | +42.8% | +49.9% |
| 5Y | +13.2% | +113.0% | -99.8% | -11.5% |
| 10Y | +209.9% | +136.3% | +73.6% | +125.0% |
| All | +237.8% | +46.8% | +191.0% | +168.0% |
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