+21.5%
SFM vs RRC
+51.7%
-30.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -10.2% | -10.3% | +0.1% | -8.6% |
| 30D | -23.9% | +19.5% | -43.4% | -26.0% |
| 3M | -42.3% | +27.9% | -70.2% | -44.6% |
| 6M | -40.1% | +21.2% | -61.3% | -42.1% |
| YTD | -37.8% | +39.6% | -77.3% | -41.7% |
| 1Y | -37.1% | +31.3% | -68.4% | -40.3% |
| 3Y | +21.5% | +51.9% | -30.4% | +13.7% |
| All | +21.5% | +51.7% | -30.2% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling