+154.8%
SO vs RRX
+216.7%
-62.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.3% | -0.4% |
| 7D | -1.1% | -3.7% | +2.6% | -0.7% |
| 30D | -3.7% | -9.3% | +5.5% | -2.7% |
| 3M | -5.9% | -21.8% | +15.9% | -3.8% |
| 6M | -7.3% | -22.0% | +14.7% | -5.8% |
| YTD | +3.1% | +11.9% | -8.8% | -0.7% |
| 1Y | -1.0% | +11.6% | -12.6% | -5.0% |
| 3Y | +43.2% | +2.2% | +41.1% | +35.3% |
| 5Y | +59.1% | +14.9% | +44.2% | +42.0% |
| All | +154.8% | +216.7% | -62.0% | +70.8% |
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