+194.0%
RDW vs SN
+476.8%
-282.8%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.3% | -1.4% | -3.5% |
| 7D | +3.6% | -3.4% | +7.0% | +4.9% |
| 30D | -18.4% | -9.1% | -9.4% | -15.7% |
| 3M | -32.1% | +31.8% | -63.8% | -38.9% |
| 6M | +10.9% | +52.0% | -41.1% | -6.3% |
| YTD | +40.8% | +51.3% | -10.5% | +18.5% |
| 1Y | +31.1% | +46.9% | -15.7% | +11.1% |
| 3Y | +245.2% | +394.9% | -149.8% | +128.5% |
| All | +194.0% | +476.8% | -282.8% | +96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling