-35.0%
SFM vs RRC
+44.7%
-79.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.5% | +7.2% | +3.9% |
| 7D | -12.3% | -6.8% | -5.5% | -11.7% |
| 30D | -16.2% | +34.7% | -50.9% | -17.1% |
| 3M | -36.8% | +31.5% | -68.3% | -37.3% |
| 6M | -32.6% | +21.8% | -54.4% | -32.9% |
| YTD | -31.7% | +48.9% | -80.6% | -32.2% |
| 1Y | -35.0% | +42.1% | -77.1% | -34.5% |
| All | -35.0% | +44.7% | -79.7% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling