+3,467.0%
RRX vs SM
+1,436.3%
+2,030.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.2% | -6.4% | -2.0% |
| 7D | +12.6% | +10.6% | +2.0% | +10.7% |
| 30D | +10.6% | -15.0% | +25.5% | +13.0% |
| 3M | +4.6% | +1.7% | +3.0% | +3.5% |
| 6M | -13.6% | +5.9% | -19.5% | -16.0% |
| YTD | +29.4% | +79.0% | -49.6% | +13.6% |
| 1Y | +31.9% | +84.7% | -52.7% | +15.1% |
| 3Y | +68.3% | -3.5% | +71.7% | +61.5% |
| 5Y | +13.2% | +4.9% | +8.3% | +3.2% |
| 10Y | +209.9% | +17.7% | +192.3% | +96.7% |
| All | +3,467.0% | +1,436.3% | +2,030.8% | +1,361.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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