+158.9%
SN vs RRC
+44.7%
+114.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.5% | +7.6% | +3.4% |
| 7D | +10.6% | -6.8% | +17.4% | +9.1% |
| 30D | +20.0% | +34.7% | -14.7% | +29.0% |
| 3M | +30.4% | +31.5% | -1.2% | +39.6% |
| 6M | +91.0% | +21.8% | +69.2% | +102.4% |
| YTD | +95.9% | +48.9% | +47.1% | +110.3% |
| 1Y | +158.9% | +42.1% | +116.8% | +180.2% |
| All | +158.9% | +44.7% | +114.2% | +180.2% |
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