+319.5%
SN vs RRX
+8.3%
+311.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -9.3% | +3.4% | -12.8% | -10.4% |
| 30D | -4.8% | -11.1% | +6.3% | -0.8% |
| 3M | +40.4% | -23.7% | +64.1% | +51.3% |
| 6M | +50.9% | -22.0% | +72.9% | +59.3% |
| YTD | +54.9% | +16.5% | +38.5% | +37.1% |
| 1Y | +43.0% | +11.5% | +31.5% | +28.1% |
| 3Y | +391.8% | +1.5% | +390.3% | +300.2% |
| All | +319.5% | +8.3% | +311.2% | +240.1% |
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