+45.4%
SMR vs RRX
+5.4%
+40.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +3.7% | -19.4% | -18.1% |
| 7D | -11.2% | -0.3% | -10.9% | -11.4% |
| 30D | -10.2% | -6.1% | -4.1% | -6.9% |
| 3M | -10.0% | -23.1% | +13.0% | +4.6% |
| 6M | -30.5% | -19.5% | -10.9% | -22.0% |
| YTD | -39.2% | +16.1% | -55.3% | -48.5% |
| 1Y | -75.5% | +12.9% | -88.5% | -78.8% |
| 3Y | +45.4% | +7.9% | +37.5% | +24.6% |
| All | +45.4% | +5.4% | +40.1% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 3y: compounded portfolio wealth divided by compounded RRX 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…
3y analysis · Full analysis span regression · 6 months rolling