+47.3%
SM vs RRC
+20.2%
+27.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.9% |
| 7D | -0.2% | -1.2% | +1.1% | +0.9% |
| 30D | +31.5% | +9.4% | +22.1% | +21.4% |
| 3M | +17.3% | +7.4% | +9.9% | +10.6% |
| 6M | +48.5% | +1.5% | +47.1% | +47.6% |
| YTD | +106.3% | +19.4% | +86.9% | +85.4% |
| 1Y | +47.3% | +24.2% | +23.1% | +25.7% |
| All | +47.3% | +20.2% | +27.1% | +25.7% |
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 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