+309.7%
SN vs RRX
+6.1%
+303.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.8% | -2.4% |
| 7D | -3.4% | -0.7% | -2.7% | -3.1% |
| 30D | -9.1% | -8.0% | -1.1% | -6.4% |
| 3M | +31.8% | -25.1% | +56.8% | +42.9% |
| 6M | +52.0% | -18.3% | +70.3% | +57.7% |
| YTD | +51.3% | +14.2% | +37.1% | +34.9% |
| 1Y | +46.9% | +13.0% | +33.8% | +30.6% |
| 3Y | +394.9% | +4.2% | +390.7% | +304.9% |
| All | +309.7% | +6.1% | +303.5% | +234.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling