+230.8%
RDW vs SN
+344.9%
-114.1%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.8% |
| 7D | +0.9% | -7.3% | +8.1% | +4.1% |
| 30D | -21.3% | -13.6% | -7.7% | -16.5% |
| 3M | -37.9% | +18.6% | -56.5% | -42.7% |
| 6M | +12.3% | +46.0% | -33.7% | -6.3% |
| YTD | +39.7% | +43.7% | -4.0% | +16.5% |
| 1Y | +25.7% | +39.2% | -13.5% | +5.8% |
| 3Y | +230.8% | +306.5% | -75.6% | +105.1% |
| All | +230.8% | +344.9% | -114.1% | +105.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling