+3,110.7%
RRX vs SM
+1,608.3%
+1,502.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.6% |
| 7D | +3.4% | +0.1% | +3.4% | +3.4% |
| 30D | -11.1% | +26.3% | -37.4% | -14.7% |
| 3M | -23.7% | +8.7% | -32.4% | -25.4% |
| 6M | -22.0% | +51.7% | -73.7% | -28.8% |
| YTD | +16.5% | +99.0% | -82.6% | +1.2% |
| 1Y | +11.5% | +34.6% | -23.1% | +3.0% |
| 3Y | +1.5% | -7.8% | +9.3% | -1.6% |
| 5Y | +18.3% | +104.8% | -86.5% | -2.9% |
| 10Y | +209.8% | +7.2% | +202.6% | +100.8% |
| All | +3,110.7% | +1,608.3% | +1,502.4% | +1,201.9% |
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