+1.6%
SM vs RRC
+60.0%
-58.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.9% |
| 7D | -22.3% | -10.3% | -12.0% | -15.5% |
| 30D | -21.4% | +19.5% | -40.8% | -32.4% |
| 3M | +1.4% | +27.9% | -26.6% | -17.0% |
| 6M | +0.1% | +21.2% | -21.1% | -14.0% |
| YTD | +59.0% | +39.6% | +19.4% | +23.0% |
| 1Y | +64.3% | +31.3% | +33.1% | +33.0% |
| 3Y | -13.1% | +51.9% | -65.1% | -37.9% |
| 5Y | -13.9% | +110.2% | -124.0% | -55.1% |
| All | +1.6% | +60.0% | -58.5% | -53.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling