+91.1%
SFM vs RRC
+32.7%
+58.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.3% | -6.2% | -6.5% |
| 7D | -5.8% | -1.2% | -4.6% | -5.6% |
| 30D | -11.4% | +9.4% | -20.8% | -12.7% |
| 3M | -12.2% | +7.4% | -19.6% | -13.4% |
| 6M | -5.2% | +1.5% | -6.6% | -5.7% |
| YTD | -4.5% | +19.4% | -23.9% | -7.9% |
| 1Y | -45.4% | +24.2% | -69.6% | -47.9% |
| 3Y | +91.1% | +32.8% | +58.3% | +81.8% |
| All | +91.1% | +32.7% | +58.3% | +81.8% |
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