+7.5%
SMR vs RRX
+4.3%
+3.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.8% | -1.9% |
| 7D | +13.1% | -0.7% | +13.8% | +13.6% |
| 30D | +17.8% | -8.0% | +25.7% | +23.3% |
| 3M | +8.1% | -25.1% | +33.2% | +25.8% |
| 6M | -11.1% | -18.3% | +7.2% | -1.8% |
| YTD | -23.7% | +14.2% | -37.9% | -31.4% |
| 1Y | -69.4% | +13.0% | -82.5% | -72.3% |
| 3Y | +82.6% | +4.2% | +78.4% | +71.3% |
| All | +7.5% | +4.3% | +3.1% | -8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling