-41.9%
SFM vs RRC
+23.4%
-65.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.7% | +3.0% |
| 7D | -0.1% | +1.3% | -1.4% | -0.3% |
| 30D | -4.4% | +10.1% | -14.5% | -5.6% |
| 3M | +1.5% | +4.0% | -2.5% | +0.7% |
| 6M | +6.5% | +1.6% | +4.9% | +6.0% |
| YTD | +2.2% | +19.7% | -17.5% | -1.1% |
| 1Y | -41.9% | +21.4% | -63.3% | -44.1% |
| All | -41.9% | +23.4% | -65.2% | -44.1% |
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