+432.7%
SN vs RRX
+20.3%
+412.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.6% |
| 7D | +1.4% | +12.6% | -11.2% | -2.6% |
| 30D | +16.6% | +10.6% | +6.0% | +11.8% |
| 3M | +18.3% | +4.6% | +13.6% | +15.3% |
| 6M | +103.1% | -13.6% | +116.7% | +106.9% |
| YTD | +96.7% | +29.4% | +67.3% | +66.2% |
| 1Y | +134.3% | +31.9% | +102.4% | +95.8% |
| 3Y | +425.2% | +68.3% | +357.0% | +324.9% |
| All | +432.7% | +20.3% | +412.4% | +312.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling