+1,264.2%
SM vs RRC
+2,177.3%
-913.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.9% |
| 7D | -22.3% | -10.3% | -12.0% | -17.6% |
| 30D | -21.4% | +19.5% | -40.8% | -28.9% |
| 3M | +1.4% | +27.9% | -26.6% | -11.3% |
| 6M | +0.1% | +21.2% | -21.1% | -9.4% |
| YTD | +59.0% | +39.6% | +19.4% | +34.2% |
| 1Y | +64.3% | +31.3% | +33.1% | +43.2% |
| 3Y | -13.1% | +51.9% | -65.1% | -29.5% |
| 5Y | -13.9% | +110.2% | -124.0% | -41.4% |
| 10Y | +1.7% | +56.7% | -55.0% | -27.7% |
| All | +1,264.2% | +2,177.3% | -913.1% | +735.0% |
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