+412.0%
SN vs RRX
+4.1%
+407.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | +0.1% | +4.3% | -4.2% | -1.4% |
| 30D | -5.6% | -8.0% | +2.4% | -2.8% |
| 3M | +48.1% | -22.0% | +70.1% | +58.4% |
| 6M | +57.6% | -11.9% | +69.5% | +58.7% |
| YTD | +56.5% | +17.1% | +39.4% | +37.7% |
| 1Y | +52.6% | +14.9% | +37.7% | +34.5% |
| 3Y | +412.0% | +6.9% | +405.1% | +326.0% |
| All | +412.0% | +4.1% | +407.9% | +326.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling