+439.5%
SN vs RRC
+60.8%
+378.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.9% | +5.6% | +3.1% |
| 7D | +7.2% | -10.8% | +18.0% | +9.1% |
| 30D | +20.4% | +22.3% | -1.9% | +15.3% |
| 3M | +23.9% | +26.6% | -2.7% | +17.5% |
| 6M | +93.0% | +18.9% | +74.1% | +84.7% |
| YTD | +99.2% | +39.2% | +60.0% | +79.8% |
| 1Y | +142.6% | +34.0% | +108.6% | +121.0% |
| 3Y | +398.8% | +42.0% | +356.8% | +316.7% |
| All | +439.5% | +60.8% | +378.6% | +379.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling