+102.9%
SFM vs RRC
-43.1%
+146.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.7% | +3.0% |
| 7D | -0.1% | +1.3% | -1.4% | -0.2% |
| 30D | -4.4% | +10.1% | -14.5% | -5.3% |
| 3M | +1.5% | +4.0% | -2.5% | +1.0% |
| 6M | +6.5% | +1.6% | +4.9% | +6.1% |
| YTD | +2.2% | +19.7% | -17.5% | +0.1% |
| 1Y | -41.9% | +21.4% | -63.3% | -43.2% |
| 3Y | +106.8% | +29.7% | +77.1% | +99.4% |
| 5Y | +231.6% | +153.9% | +77.7% | +192.9% |
| 10Y | +258.4% | +10.8% | +247.6% | +213.2% |
| All | +102.9% | -43.1% | +146.0% | +98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling