+1,608.3%
SM vs RRC
+1,853.3%
-245.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.1% |
| 7D | +0.1% | +1.3% | -1.2% | -0.6% |
| 30D | +26.3% | +10.1% | +16.2% | +20.3% |
| 3M | +8.7% | +4.0% | +4.7% | +7.1% |
| 6M | +51.7% | +1.6% | +50.1% | +52.0% |
| YTD | +99.0% | +19.7% | +79.3% | +83.5% |
| 1Y | +34.6% | +21.4% | +13.2% | +22.9% |
| 3Y | -7.8% | +29.7% | -37.4% | -18.2% |
| 5Y | +104.8% | +153.9% | -49.1% | +29.0% |
| 10Y | +7.2% | +10.8% | -3.6% | -10.2% |
| All | +1,608.3% | +1,853.3% | -245.0% | +1,041.1% |
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