+28.3%
RDW vs SN
+46.4%
-18.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.6% | +1.8% |
| 7D | -3.1% | -9.3% | +6.2% | -0.6% |
| 30D | -1.8% | -4.8% | +3.0% | -0.5% |
| 3M | -50.9% | +40.4% | -91.3% | -55.2% |
| 6M | +13.5% | +50.9% | -37.5% | -1.6% |
| YTD | +38.6% | +54.9% | -16.4% | +18.5% |
| 1Y | +28.3% | +43.0% | -14.8% | +16.7% |
| All | +28.3% | +46.4% | -18.1% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling