+398.8%
SN vs RRC
+36.3%
+362.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.9% | +5.6% | +3.2% |
| 7D | +7.2% | -10.8% | +18.0% | +9.5% |
| 30D | +20.4% | +22.3% | -1.9% | +14.3% |
| 3M | +23.9% | +26.6% | -2.7% | +16.1% |
| 6M | +93.0% | +18.9% | +74.1% | +83.0% |
| YTD | +99.2% | +39.2% | +60.0% | +75.9% |
| 1Y | +142.6% | +34.0% | +108.6% | +116.5% |
| 3Y | +398.8% | +42.0% | +356.8% | +328.6% |
| All | +398.8% | +36.3% | +362.5% | +328.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling