+447.8%
SN vs RRX
+17.5%
+430.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.1% | +3.6% |
| 7D | +1.5% | +4.3% | -2.8% | 0.0% |
| 30D | +21.5% | +12.3% | +9.2% | +15.8% |
| 3M | +20.0% | +3.7% | +16.4% | +17.3% |
| 6M | +119.9% | -13.9% | +133.8% | +123.8% |
| YTD | +102.3% | +26.5% | +75.9% | +72.2% |
| 1Y | +148.0% | +29.3% | +118.7% | +108.4% |
| 3Y | +450.0% | +65.6% | +384.4% | +348.6% |
| All | +447.8% | +17.5% | +430.2% | +327.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling