+158.9%
SN vs RRX
+30.0%
+128.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.6% | +7.8% | +4.8% |
| 7D | +10.6% | +7.6% | +3.0% | +8.7% |
| 30D | +20.0% | +7.5% | +12.5% | +17.8% |
| 3M | +30.4% | -21.0% | +51.4% | +36.4% |
| 6M | +91.0% | -18.1% | +109.1% | +94.5% |
| YTD | +95.9% | +24.3% | +71.7% | +75.6% |
| 1Y | +158.9% | +29.3% | +129.6% | +130.2% |
| All | +158.9% | +30.0% | +128.9% | +130.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling