+146.2%
SN vs RRC
+38.2%
+108.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.5% |
| 7D | +3.5% | -0.5% | +4.0% | +3.5% |
| 30D | +19.4% | +25.2% | -5.8% | +25.7% |
| 3M | +20.9% | +27.8% | -6.9% | +28.1% |
| 6M | +111.1% | +27.2% | +83.9% | +124.4% |
| YTD | +102.8% | +48.2% | +54.6% | +114.7% |
| 1Y | +146.2% | +34.7% | +111.5% | +171.0% |
| All | +146.2% | +38.2% | +108.0% | +171.0% |
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 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